Computing the logarithm of a symmetric positive definite matrix

被引：12

作者：

Lu, YY ^{[1
]}

机构：

[1] City Univ Hong Kong, Dept Math, Kowloon, Peoples R China

来源：

APPLIED NUMERICAL MATHEMATICS | 1998年 / 26卷 / 04期

关键词：

matrix logarithm; Pade approximation; tridiagonal reduction;

D O I：

10.1016/S0168-9274(97)00103-7

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

A numerical method for computing the logarithm of a symmetric positive definite matrix is developed in this paper. It is based on reducing the original matrix to a tridiagonal matrix by orthogonal similarity transformations and applying Pade approximations to the logarithm of the tridiagonal matrix. Theoretical studies and numerical experiments indicate that the method is quite efficient when the matrix is not very ill-conditioned. (C) 1998 IMACS/Elsevier Science B.V.

引用

页码：483 / 496

页数：14

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