Computing the logarithm of a symmetric positive definite matrix
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Publication:1294459
DOI10.1016/S0168-9274(97)00103-7zbMath0930.65044MaRDI QIDQ1294459
Publication date: 1 February 2000
Published in: Applied Numerical Mathematics (Search for Journal in Brave)
complexityeigenvaluenumerical examplesPadé approximationcondition numberGauss-Legendre quadrature formulamatrix logarithmerror estiamtetridiagonal reduction
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Related Items (5)
Efficient approximation of functions of some large matrices by partial fraction expansions ⋮ Matrix exponential GARCH ⋮ Determination of a matrix function using the divided difference method of Newton and the interpolation technique of Hermite ⋮ Computing a matrix function for exponential integrators. ⋮ Exponentials of symmetric matrices through tridiagonal reductions
Uses Software
Cites Work
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- Computing real square roots of a real matrix
- A Schur method for the square root of a matrix
- Consideration on computing real logarithms of matrices, Hamiltonian logarithms, and skew-symmetric logarithms
- Truncation error bounds for g-fractions
- FAST COMPUTATION OF MATRIX EXPONENTIAL AND LOGARITHM
- AN ALGORITHM FOR FAST HIGH PRECISION COMPUTATION OF MATRIX EXPONENTIAL AND LOGARITHM
- Padé error estimates for the logarithm of a matrix
- A Padé Approximation Method for Square Roots of Symmetric Positive Definite Matrices
- Newton's Method for the Matrix Square Root
- Condition Estimates for Matrix Functions
- Computational Techniques for Real Logarithms of Matrices
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