Computing the Matrix Logarithm with the Romberg Integration Method
Javier Ibáñez,
José M. Alonso,
Emilio Defez
et al.
Abstract:The matrix logarithm function has applicability in many engineering and science fields. Improvements in its calculation, from the point of view of both accuracy and/or execution time, have a direct impact on these disciplines. This paper describes a new numerical algorithm devoted to matrix logarithm computation and using the Romberg integration method, together with the inverse scaling and squaring technique. This novel method was implemented and compared with three different state-of-the-art codes, all based… Show more
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