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Stickel, Eberhard U.

Fast computation of matrix exponential and logarithm. (English) Zbl 0543.65021

Analysis 5, 163-173 (1985).

It is shown that and logarithm may be computed exponentially by iterative methods. The proposed methods are generalizations of well-known algorithms for the scalar case. They involve iterations and with matrix argument. The algorithms work very well numerically and some simple examples are included. This approach is excellent for high precision evaluations of the matrix functions above.

Cited in 1 Review

Cited in 7 Documents

MSC:

65F30	Other matrix algorithms (MSC2010)
65D20	Computation of special functions and constants, construction of tables
15A60	Norms of matrices, numerical range, applications of functional analysis to matrix theory
47A60	Functional calculus for linear operators
33E05	Elliptic functions and integrals

Keywords:

matrix logarithm; matrix exponential; iterative methods; arithmetic- geometric-mean iterations; elliptic integrals

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