A Note on Computing the Matrix Fractional Power Using the Double Exponential Formula
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- Tatsuoka Fuminori
- Graduate School of Engineering, Nagoya University
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- Sogabe Tomohiro
- Graduate School of Engineering, Nagoya University
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- Miyatake Yuto
- Cybermedia Center, Osaka University
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- Zhang Shao-Liang
- Graduate School of Engineering, Nagoya University
Bibliographic Information
- Other Title
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- 二重指数関数型数値積分公式を用いた行列実数乗の計算
Description
<p>Abstract. The matrix fractional power Aα can be represented as an improper integral for a slowly decaying function over the half infinite interval. Conventional approaches to approximating the integral are to apply Gaussian quadrature after some variable transformations; however, the convergence could be slow for an ill-conditioned matrix or a specific value of α. To avoid such situation, we consider the Double Exponential (DE) formula instead of conventional approaches, propose algorithms with settings of the integration interval, and then we show some numerical results.</p>
Journal
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- Transactions of the Japan Society for Industrial and Applied Mathematics
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Transactions of the Japan Society for Industrial and Applied Mathematics 28 (3), 142-161, 2018
The Japan Society for Industrial and Applied Mathematics
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Keywords
Details 詳細情報について
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- CRID
- 1390282763047834624
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- NII Article ID
- 130007487583
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- ISSN
- 24240982
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- Text Lang
- ja
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- Article Type
- journal article
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- Data Source
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- JaLC
- CiNii Articles
- KAKEN
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- Abstract License Flag
- Disallowed
