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JOURNALS // Matematicheskie Zametki // Archive

Mat. Zametki, 2013 Volume 94, Issue 2, Pages 175–182 (Mi mzm9345)

This article is cited in 12 papers

On the Calculation of Functions of Matrices

Yu. N. Belyaev

Syktyvkar State University

Abstract: The representation of entire functions of matrices via symmetric polynomials of $n$th order is obtained. A method of deriving analytic formulas for functions of matrices of second, third, and fourth orders is obtained. Symmetric polynomials are used to construct algorithms for the numerical calculations of entire functions of matrices, in particular, of matrix exponentials, not requiring the determination of the eigenvalues of the matrices. The efficiency of the proposed numerical methods is estimated.

Keywords: entire function of a matrix, symmetric polynomial of $n$th order, matrix exponential, numerical calculation of functions of matrices.

UDC: 512.64

Received: 03.03.2012
Revised: 30.09.2012

DOI: 10.4213/mzm9345


 English version:
Mathematical Notes, 2013, 94:2, 177–184

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