9:15 AM-10:00 AM
Chair: Gene H. Golub, Stanford University
Kresge Auditorium
The Schur-Fréchet method of evaluating matrix functions consists of putting the matrix in upper triangular form, computing the scalar function values along the main diagonal, and then using the Fréchet derivative of the function to evaluate the upper diagonals. This approach requires a reliable method of computing the Fréchet derivative. For the logarithm this can be done by using repeated square roots and a hyperbolic tangent form of the logarithmic Fréchet derivative. Padé approximations of the hyperbolic tangent lead to a Schur-Fréchet algorithm for the logarithm that avoids problems associated with the standard "inverse scaling and squaring'' method. Inverting the order of evaluation in the logarithmic Fréchet derivative gives a method of evaluating the derivative of the exponential. The resulting Schur-Fréchet algorithm for the exponential gives superior results compared to standard methods on a set of test problems from the literature. (Joint work with Charles S. Kenney, University of California, Santa Barbara.)
Alan J. Laub
College of Engineering, University of California, Davis
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