Higham, Nicholas J. and Kandolf, Peter (2016) Computing the Action of Trigonometric and Hyperbolic Matrix Functions. [MIMS Preprint]
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Abstract
We derive a new algorithm for computing the action $f(A)V$ of the cosine, sine, hyperbolic cosine, and hyperbolic sine of a matrix $A$ on a matrix $V$, without first computing $f(A)$. The algorithm can compute $\cos(A)V$ and $\sin(A)V$ simultaneously, and likewise for $\cosh(A)V$ and $\sinh(A)V$, and it uses only real arithmetic when $A$ is real. The algorithm exploits an existing algorithm \texttt{expmv} of Al-Mohy and Higham for $\mathrm{e}^AV$ and its underlying backward error analysis. Our experiments show that the new algorithm performs in a forward stable manner and is generally significantly faster than alternatives based on multiple invocations of \texttt{expmv} through formulas such as $\cos(A)V = (\mathrm{e}^{\mathrm{i}A}V + \mathrm{e}^{\mathrm{-i}A}V)/2$.
Item Type: | MIMS Preprint |
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Uncontrolled Keywords: | matrix function, action of matrix function, trigonometric function, hyperbolic function, matrix exponential, Taylor series, backward error analysis, exponential integrator, splitting methods |
Subjects: | MSC 2010, the AMS's Mathematics Subject Classification > 15 Linear and multilinear algebra; matrix theory MSC 2010, the AMS's Mathematics Subject Classification > 65 Numerical analysis |
Depositing User: | Nick Higham |
Date Deposited: | 26 Jul 2016 |
Last Modified: | 08 Nov 2017 18:18 |
URI: | http://eprints.maths.manchester.ac.uk/id/eprint/2489 |
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- Computing the Action of Trigonometric and Hyperbolic Matrix Functions. (deposited 26 Jul 2016) [Currently Displayed]
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