An algorithm for computing powers of a Hessenberg matrix and its applications |
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Authors: | BN Datta Karabi Datta |
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Institution: | Department of Mathematics Ahmadu Bello University Zaria, Nigeria |
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Abstract: | A simple algorithm for computing the first n powers of an n×n Hessenberg matrix with unit codiagonal or for evaluating a polynomial of degree ?n in such a matrix is proposed in this paper. Several applications of the algorithm are mentioned, including the solution of Lyapunov matrix equations associated with stability problems. |
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