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arXiv · 1512.01446

Computation of generalized matrix functions

Francesca Arrigo·Michele Benzi·Caterina Fenu
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Abstract

We develop numerical algorithms for the efficient evaluation of quantities associated with generalized matrix functions [J. B. Hawkins and A. Ben-Israel, Linear and Multilinear Algebra 1(2), 1973, pp. 163-171]. Our algorithms are based on Gaussian quadrature and Golub--Kahan bidiagonalization. Block variants are also investigated. Numerical experiments are performed to illustrate the effectiveness and efficiency of our techniques in computing generalized matrix functions arising in the analysis of networks.

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Francesca Arrigo, Michele Benzi, Caterina Fenu. 2015-12-09. Computation of generalized matrix functions. https://arxiv.org/abs/1512.01446

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