A scaling-and-squaring method for computing the inverses of matrix φ-functions

This paper aims to develop efficient numerical methods for computing the inverse of matrix φ-functions, ψℓ(A):=(φℓ(A))-1, for ℓ=1,2,…, when A is a large and sparse matrix with eigenvalues in the open left half-plane. While φ-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 ψℓ(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 ψ1(A/2s), where s is a suitably chosen integer, necessary at the root of the squaring process. Numerical experiments demonstrate the effectiveness of the proposed approach.