Computing the logarithm of a symmetric positive definite matrix
Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Author(s)
Related Research Unit(s)
Detail(s)
| Original language | English |
|---|---|
| Pages (from-to) | 483-496 |
| Journal / Publication | Applied Numerical Mathematics |
| Volume | 26 |
| Issue number | 4 |
| Publication status | Published - Apr 1998 |
Link(s)
Abstract
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 Padé 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. © 1998 IMACS/Elsevier Science B.V.
Research Area(s)
- Matrix logarithm, Padé approximation, Tridiagonal reduction
Citation Format(s)
Computing the logarithm of a symmetric positive definite matrix. / Lu, Ya Yan.
In: Applied Numerical Mathematics, Vol. 26, No. 4, 04.1998, p. 483-496.
In: Applied Numerical Mathematics, Vol. 26, No. 4, 04.1998, p. 483-496.
Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
