Bounding Hermite matrix polynomials

被引:10
|
作者
Defez, E [1 ]
Hervás, A
Jódar, L
机构
[1] Univ Politecn Valencia, Inst Matemat Multidisciplinar, E-46071 Valencia, Spain
[2] Univ Calgary, Calgary, AB T2N 1N4, Canada
基金
加拿大自然科学与工程研究理事会;
关键词
Hermite matrix polynomials; 2-norm bound;
D O I
10.1016/j.mcm.2003.11.004
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
For the Hermite matrix polynomials H-n(x, A) in which the parameter A is a matrix whose eigenvalues lie in the open right half plane, a bound on parallel toH(n)(x,A)parallel to(2) is developed. It has the form of a simple expression in the integer n, multiplied by exp, ((5/2)parallel toAparallel to(2)x(2)), for any real x. The bound is exploited to construct an algorithm for computing any matrix exponential to within an arbitrary tolerance which may be prescribed a priori. Numerical effectiveness of the computational process is illustrated. (C) 2004 Elsevier Ltd. All rights reserved.
引用
收藏
页码:117 / 125
页数:9
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