The Matrix Unwinding Function, with an Application to Computing the Matrix Exponential
Mary Aprahamian, Nicholas John Higham · SIAM Journal on Matrix Analysis and Applications · 2014
A new matrix function corresponding to the scalar unwinding number of Corless, Hare, and Jeffrey is introduced. This matrix unwinding function, $\mathcal{U}$, is shown to be a valuable tool for deriving identities involving the matrix logarithm and fractional matrix powers, revealing, for example, the precise relation between $\log A^\alpha$ and $\alpha \log A$. The unwinding function is also shown to be closely connected with the matrix sign function. An algorithm for computing the unwinding function based on the Schur--Parlett method with a special reordering is proposed. It is shown that matrix argument reduction using the function $\mathrm{mod}(A) = A-2\pi i\, \mathcal{U}(A)$, which has eigenvalues with imaginary parts in the interval $(-\pi,\pi]$ and for which ${\mathrm{e}}^A = {\mathrm{e}}^{\mathrm{mod}(A)}$, can give significant computational savings in the evaluation of the exponential by scaling and squaring algorithms.