A scaling-and-squaring method for computing the inverses of matrix $\varphi$-functions

LIDIA ACETO, Luca Gemignani

Risultato della ricerca: Contributo su rivistaArticolo in rivistapeer review

Abstract

This paper aims to develop efficient numerical methods for computing the inverse of matrix $\varphi$-functions, $\psi_\ell(A):=(\varphi_\ell(A))^(-1)$, for $\ell = 1,2, \dots$ when A is a large and sparse matrix with eigenvalues in the open left half-plane. While $\varphi$-functions play a crucial role in the analysis and implementation of exponential integrators, their inverses arise in solving certain direct and inverse differential problems with non-local boundary conditions. We propose an adaptation of the standard scaling-and-squaring technique for computing $\psi_\ell(A)$, based on the Newton-Schulz iteration for matrix inversion. The convergence of this method is analyzed both theoretically and numerically. In addition, we derive and analyze Padé approximants for approximating $\psi_1(A/2^s)$, where s is a suitably chosen integer, necessary at the root of the squaring process. Numerical experiments demonstrate the effectiveness of the proposed approach.
Lingua originaleInglese
Numero di pagine18
RivistaNumerical Algorithms
DOI
Stato di pubblicazionePubblicato - 2025

Keywords

  • Matrix function · Newton-Schulz iteration · Scaling-and-squaring scheme

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