2005.27: Computing $f(A)b$ for Matrix Functions $f$

2005.27: Philip I. Davies and Nicholas J. Higham (2005) Computing $f(A)b$ for Matrix Functions $f$. In: Artan Borici, Andreas Frommer, Balint Joo, Anthony Kennedy and Brian Pendleton, (eds). QCD and Numerical Analysis III. Lecture Notes in Computational Science and Engineering, 47. Springer-Verlag, Berlin, pp. 15-24. ISBN 3-540-21257-4

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Official URL: http://www.springer.com/sgw/cda/frontpage/0,11855,4-10042-72-50493377-0,00.html

Abstract

For matrix functions $f$ we investigate how to compute a matrix-vector product $f(A)b$ without explicitly computing $f(A)$. A general method is described that applies quadrature to the matrix version of the Cauchy integral theorem. Methods specific to the logarithm, based on quadrature, and fractional matrix powers, based on solution of an ordinary differential equation initial value problem, are also presented

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