Article ID Journal Published Year Pages File Type
4646419 Applied Numerical Mathematics 2006 15 Pages PDF
Abstract

In this paper we give bounds for the error arising in the approximation of the logarithm of a block triangular matrix T by Padé approximants of the function f(x)=log[(1+x)/(1−x)] and partial sums of Gregory's series. These bounds show that if the norm of all diagonal blocks of the Cayley-transform B=(T−I)−1(T+I) is sufficiently close to zero, then both approximation methods are accurate. This will contribute for reducing the number of successive square roots of T needed in the inverse scaling and squaring procedure for the matrix logarithm.

Related Topics
Physical Sciences and Engineering Mathematics Computational Mathematics