TY - JOUR
T1 - Computing the logarithm of a symmetric positive definite matrix
AU - Lu, Ya Yan
PY - 1998/4
Y1 - 1998/4
N2 - 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.
AB - 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.
KW - Matrix logarithm
KW - Padé approximation
KW - Tridiagonal reduction
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UR - https://www.scopus.com/record/pubmetrics.uri?eid=2-s2.0-0032044768&origin=recordpage
U2 - 10.1016/S0168-9274(97)00103-7
DO - 10.1016/S0168-9274(97)00103-7
M3 - 21_Publication in refereed journal
VL - 26
SP - 483
EP - 496
JO - Applied Numerical Mathematics
JF - Applied Numerical Mathematics
SN - 0168-9274
IS - 4
ER -