The Chebyshev Polynomials of a Matrix

  • Authors:
  • Kim-Chuan Toh;Lloyd N. Trefethen

  • Affiliations:
  • -;-

  • Venue:
  • SIAM Journal on Matrix Analysis and Applications
  • Year:
  • 1999

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Abstract

A Chebyshev polynomial of a square matrix A is a monic polynomial p of specified degree that minimizes |p (A)|2. The study of such polynomials is motivated by the analysis of Krylov subspace iterations in numerical linear algebra. An algorithm is presented for computing these polynomials based on reduction to a semidefinite program which is then solved by a primal-dual interior point method. Examples of Chebyshev polynomials of matrices are presented, and it is noted that if A is far from normal, the lemniscates of these polynomials tend to approximate pseudospectra of A.