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Two algorithms for computing the matrix cosine function. (English) Zbl 1426.65059
Summary: The computation of matrix trigonometric functions has received remarkable attention in the last decades due to its usefulness in the solution of systems of second order linear differential equations. Several state-of-the-art algorithms have been provided recently for computing these matrix functions. In this work, we present two efficient algorithms based on Taylor series with forward and backward error analysis for computing the matrix cosine. A MATLAB implementation of the algorithms is compared to state-of-the-art algorithms, with excellent performance in both accuracy and cost.

MSC:
65F60 Numerical computation of matrix exponential and similar matrix functions
15A16 Matrix exponential and similar functions of matrices
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