Multiprecision Algorithms for Computing the Matrix Logarithm
Massimiliano Fasi, Nicholas John Higham · SIAM Journal on Matrix Analysis and Applications · 2018
Two algorithms are developed for computing the matrix logarithm in floating point arithmetic of any specified precision. The backward error-based approach used in the state of the art inverse scaling and squaring algorithms does not conveniently extend to a multiprecision environment, so instead we choose algorithmic parameters based on a forward error bound. We derive a new forward error bound for Padé approximants that for highly nonnormal matrices can be much smaller than the classical bound of Kenney and Laub. One of our algorithms exploits a Schur decomposition while the other is transformation-free and uses only the computational kernels of matrix multiplication and the solution of multiple right-hand side linear systems. For double precision computations the algorithms are competitive with the state of the art algorithm of Al-Mohy, Higham, and Relton implemented in logm in MATLAB. They are intended for computing environments providing multiprecision floating point arithmetic, such as Julia, MATLAB via the Symbolic Math Toolbox or the Multiprecision Computing Toolbox, or Python with the mpmath or SymPy package. We show experimentally that the algorithms behave in a forward stable manner over a wide range of precisions, unlike existing alternatives.