On the calculation of functions of matrices |
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Authors: | Yu N Belyayev |
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Institution: | 1. Syktyvkar State University, Syktyvkar, Russia
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Abstract: | The representation of entire functions of matrices via symmetric polynomials of nth order is obtained. A method of deriving analytic formulas for functions of matrices of second, third, and fourth orders is obtained. Symmetric polynomials are used to construct algorithms for the numerical calculations of entire functions of matrices, in particular, of matrix exponentials, not requiring the determination of the eigenvalues of the matrices. The efficiency of the proposed numerical methods is estimated. |
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