Efficient computation of the matrix cosine
Efficient computation of the matrix cosine
复制标题
矩阵余弦的高效计算
DOI：
10.1016/j.amc.2013.01.043
复制
发表时间：
2013
期刊：
影响因子：
--
通讯作者：
E. Defez
中科院分区：
文献类型：
--
作者：
J. Sastre;J. Ibáñez;P. Ruiz;E. Defez
三角矩阵函数在二阶微分方程系统中发挥着基础作用。本文提出了一种基于泰勒级数和余弦双角公式计算余弦矩阵函数的算法。它使用前向绝对误差分析，提供比现有方法更清晰的界限。所提出的算法比基于 Hermite 矩阵多项式级数和 Padé 近似的最先进算法成本更低，在大多数测试矩阵中具有更高的精度。
Trigonometric matrix functions play a fundamental role in second order differential equation systems. This work presents an algorithm for computing the cosine matrix function based on Taylor series and the cosine double angle formula. It uses a forward absolute error analysis providing sharper bounds than existing methods. The proposed algorithm had lower cost than state-of-the-art algorithms based on Hermite matrix polynomial series and Padé approximants with higher accuracy in the majority of test matrices.
影响因子：
1.5
作者：
Al-Mohy, Awad H.;Higham, Nicholas J.
通讯作者：
Higham, Nicholas J.