Determination of a matrix function using the divided difference method of Newton and the interpolation technique of Hermite |
| |
Authors: | Mehdi Dehghan Masoud Hajarian |
| |
Institution: | Department of Applied Mathematics, Faculty of Mathematics and Computer Science, Amirkabir University of Technology, No. 424, Hafez Avenue, Tehran 15914, Iran |
| |
Abstract: | Computing a function f(A) of an n-by-n matrix A is a frequently occurring problem in control theory and other applications. In this paper we introduce an effective approach for the determination of matrix function f(A). We propose a new technique which is based on the extension of Newton divided difference and the interpolation technique of Hermite and using the eigenvalues of the given matrix A. The new algorithm is tested on several problems to show the efficiency of the presented method. Finally, the application of this method in control theory is highlighted. |
| |
Keywords: | 15A24 65H10 65F30 |
本文献已被 ScienceDirect 等数据库收录! |
|