THE COMPUTATION OF FUNCTIONS OF MATRICES BY TRUNCATED FABER SERIES

Igor Moret, Paolo Novati · Numerical Functional Analysis and Optimization · 2001

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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