<p>This paper aims to develop efficient numerical methods for computing the inverse of matrix <InlineEquation ID="IEq3"> <EquationSource Format="TEX">\(\varvec{\varphi }\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi mathvariant="bold-italic">φ</mi> </mrow> </math></EquationSource> </InlineEquation>-functions, <InlineEquation ID="IEq4"> <EquationSource Format="TEX">\(\varvec{\psi }_{\varvec{\ell }}\varvec{(A)}\varvec{:=}\varvec{ (\varphi }_{\varvec{\ell }}\varvec{(A))}^{\varvec{-1}}\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <msub> <mrow> <mi mathvariant="bold-italic">ψ</mi> </mrow> <mrow> <mi mathvariant="bold-italic">ℓ</mi> </mrow> </msub> <mrow> <mo mathvariant="bold" stretchy="false">(</mo> <mi mathvariant="bold-italic">A</mi> <mo mathvariant="bold" stretchy="false">)</mo> </mrow> <mrow> <mo mathvariant="bold">:</mo> <mo mathvariant="bold">=</mo> </mrow> <msub> <mrow> <mo mathvariant="bold" stretchy="false">(</mo> <mi mathvariant="bold-italic">φ</mi> </mrow> <mrow> <mi mathvariant="bold-italic">ℓ</mi> </mrow> </msub> <msup> <mrow> <mo mathvariant="bold" stretchy="false">(</mo> <mi mathvariant="bold-italic">A</mi> <mo mathvariant="bold" stretchy="false">)</mo> <mo mathvariant="bold" stretchy="false">)</mo> </mrow> <mrow> <mo mathvariant="bold">-</mo> <mn mathvariant="bold">1</mn> </mrow> </msup> </mrow> </math></EquationSource> </InlineEquation>, for <InlineEquation ID="IEq5"> <EquationSource Format="TEX">\(\varvec{\ell =1,2,\ldots ,}\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi mathvariant="bold-italic">ℓ</mi> <mo mathvariant="bold">=</mo> <mn mathvariant="bold">1</mn> <mo mathvariant="bold">,</mo> <mn mathvariant="bold">2</mn> <mo mathvariant="bold">,</mo> <mo mathvariant="bold">…</mo> <mo mathvariant="bold">,</mo> </mrow> </math></EquationSource> </InlineEquation> when <InlineEquation ID="IEq6"> <EquationSource Format="TEX">\(\varvec{A}\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi mathvariant="bold-italic">A</mi> </mrow> </math></EquationSource> </InlineEquation> is a large and sparse matrix with eigenvalues in the open left half-plane. While <InlineEquation ID="IEq7"> <EquationSource Format="TEX">\(\varvec{\varphi }\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi mathvariant="bold-italic">φ</mi> </mrow> </math></EquationSource> </InlineEquation>-functions play a crucial role in the analysis and implementation of exponential integrators, their inverses arise in solving certain direct and inverse differential problems with non-local boundary conditions. We propose an adaptation of the standard scaling-and-squaring technique for computing <InlineEquation ID="IEq8"> <EquationSource Format="TEX">\(\varvec{\psi }_{\varvec{\ell }}\varvec{(A)}\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <msub> <mrow> <mi mathvariant="bold-italic">ψ</mi> </mrow> <mrow> <mi mathvariant="bold-italic">ℓ</mi> </mrow> </msub> <mrow> <mo mathvariant="bold" stretchy="false">(</mo> <mi mathvariant="bold-italic">A</mi> <mo mathvariant="bold" stretchy="false">)</mo> </mrow> </mrow> </math></EquationSource> </InlineEquation>, based on the Newton-Schulz iteration for matrix inversion. The convergence of this method is analyzed both theoretically and numerically. In addition, we derive and analyze Padé approximants for approximating <InlineEquation ID="IEq9"> <EquationSource Format="TEX">\(\varvec{\psi }_{\varvec{1}}\varvec{(A/2}^{\varvec{s}}\varvec{)}\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <msub> <mrow> <mi mathvariant="bold-italic">ψ</mi> </mrow> <mrow> <mn mathvariant="bold">1</mn> </mrow> </msub> <msup> <mrow> <mo mathvariant="bold" stretchy="false">(</mo> <mi mathvariant="bold-italic">A</mi> <mo mathvariant="bold" stretchy="false">/</mo> <mn mathvariant="bold">2</mn> </mrow> <mrow> <mi mathvariant="bold-italic">s</mi> </mrow> </msup> <mrow> <mo mathvariant="bold" stretchy="false">)</mo> </mrow> </mrow> </math></EquationSource> </InlineEquation>, where <i>s</i> is a suitably chosen integer, necessary at the root of the squaring process. Numerical experiments demonstrate the effectiveness of the proposed approach.</p>

错误:搜索内容不能为空,请输入英文关键词
错误:关键词超出字数限制,请精简
高级检索

A scaling-and-squaring method for computing the inverses of matrix \(\varphi \)-functions

  • Lidia Aceto,
  • Luca Gemignani

摘要

This paper aims to develop efficient numerical methods for computing the inverse of matrix \(\varvec{\varphi }\) φ -functions, \(\varvec{\psi }_{\varvec{\ell }}\varvec{(A)}\varvec{:=}\varvec{ (\varphi }_{\varvec{\ell }}\varvec{(A))}^{\varvec{-1}}\) ψ ( A ) : = ( φ ( A ) ) - 1 , for \(\varvec{\ell =1,2,\ldots ,}\) = 1 , 2 , , when \(\varvec{A}\) A is a large and sparse matrix with eigenvalues in the open left half-plane. While \(\varvec{\varphi }\) φ -functions play a crucial role in the analysis and implementation of exponential integrators, their inverses arise in solving certain direct and inverse differential problems with non-local boundary conditions. We propose an adaptation of the standard scaling-and-squaring technique for computing \(\varvec{\psi }_{\varvec{\ell }}\varvec{(A)}\) ψ ( A ) , based on the Newton-Schulz iteration for matrix inversion. The convergence of this method is analyzed both theoretically and numerically. In addition, we derive and analyze Padé approximants for approximating \(\varvec{\psi }_{\varvec{1}}\varvec{(A/2}^{\varvec{s}}\varvec{)}\) ψ 1 ( A / 2 s ) , where s is a suitably chosen integer, necessary at the root of the squaring process. Numerical experiments demonstrate the effectiveness of the proposed approach.