In this paper we consider a method based on Faber polynomials for the approximation of functions of real nonsymmetric matrices. Particular attention is devoted to some functions that occur in practical problem, such as exp (z), . Finally we give some numerical results on a test matrix arising from the discretization of a second order partial differential operator.
The computation of functions of matrices by truncated Faber series
NOVATI, PAOLO
2001
Abstract
In this paper we consider a method based on Faber polynomials for the approximation of functions of real nonsymmetric matrices. Particular attention is devoted to some functions that occur in practical problem, such as exp (z), . Finally we give some numerical results on a test matrix arising from the discretization of a second order partial differential operator.
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