Frequency-limited reduced models for linear and bilinear systems on the Riemannian manifold

YL Jiang, KL Xu - IEEE Transactions on Automatic Control, 2020 - ieeexplore.ieee.org
In this article, we propose two new iterative algorithms to solve the frequency-limited
Riemannian optimization model order reduction problems of linear and bilinear systems …

Multiprecision algorithms for computing the matrix logarithm

M Fasi, NJ Higham - SIAM Journal on Matrix Analysis and Applications, 2018 - SIAM
Two algorithms are developed for computing the matrix logarithm in floating point arithmetic
of any specified precision. The backward error-based approach used in the state of the art …

Algorithms for the computation of the matrix logarithm based on the double exponential formula

F Tatsuoka, T Sogabe, Y Miyatake, SL Zhang - Journal of Computational …, 2020 - Elsevier
We consider the computation of the matrix logarithm by using numerical quadrature. The
efficiency of numerical quadrature depends on the integrand and the choice of quadrature …

An Improved Taylor Algorithm for Computing the Matrix Logarithm

J Ibáñez, J Sastre, P Ruiz, JM Alonso, E Defez - Mathematics, 2021 - mdpi.com
The most popular method for computing the matrix logarithm is a combination of the inverse
scaling and squaring method in conjunction with a Padé approximation, sometimes …

Computing f-Divergences and Distances of High-Dimensional Probability Density Functions--Low-Rank Tensor Approximations

A Litvinenko, Y Marzouk, HG Matthies… - arXiv preprint arXiv …, 2021 - arxiv.org
Very often, in the course of uncertainty quantification tasks or data analysis, one has to deal
with high-dimensional random variables (RVs). A high-dimensional RV can be described by …

Computing the Matrix Logarithm with the Romberg Integration Method

J Ibáñez, JM Alonso, E Defez, P Alonso-Jordá, J Sastre - Algorithms, 2023 - mdpi.com
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 …

Computing ‐divergences and distances of high‐dimensional probability density functions

A Litvinenko, Y Marzouk, HG Matthies… - … Linear Algebra with …, 2023 - Wiley Online Library
Very often, in the course of uncertainty quantification tasks or data analysis, one has to deal
with high‐dimensional random variables. Here the interest is mainly to compute …

The dual inverse scaling and squaring algorithm for the matrix logarithm

M Fasi, B Iannazzo - IMA Journal of Numerical Analysis, 2022 - academic.oup.com
The inverse scaling and squaring algorithm computes the logarithm of a square matrix by
evaluating a rational approximant to the logarithm at the matrix for a suitable choice of. We …

Polynomial approximations for the matrix logarithm with computation graphs

E Jarlebring, J Sastre, J González - arXiv preprint arXiv:2401.10089, 2024 - arxiv.org
The most popular method for computing the matrix logarithm is a combination of the inverse
scaling and squaring method in conjunction with a Pad\'e approximation, sometimes …

Logarithm of a Non-Singular Complex Matrix via the Dunford–Taylor Integral

D Caratelli, PE Ricci - Axioms, 2022 - mdpi.com
Using the Dunford–Taylor integral and a representation formula for the resolvent of a non-
singular complex matrix, we find the logarithm of a non-singular complex matrix applying the …