Computing the Matrix Logarithm with the Romberg Integration Method

doi:10.3390/a16090434

Computing the Matrix Logarithm with the Romberg Integration Method

2023-09-09

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DOI：10.3390/a16090434

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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 on Pade approximation. The experimental results, under a heterogeneous matrix test battery, showed that the new method was numerically stable, with an elapsed time midway among the other codes, and it generally offered a higher accuracy.

Keywords:

Romberg integration method

matrix logarithm

matrix functions

Computing the Matrix Logarithm with the Romberg Integration Method

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