Computing the logarithm of a symmetric positive definite matrix

Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

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Original languageEnglish
Pages (from-to)483-496
Journal / PublicationApplied Numerical Mathematics
Issue number4
Publication statusPublished - Apr 1998


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