A polynomial method based on Fejèr points for the computation of functions of unsymmetric matrices

Authors:
Paolo Novati
Affiliations:
Università degli Studi di Trieste, Dipartimento di Scienze Matematiche, Via Valerio 12/1, 34100 Trieste, Italy
Venue:
Applied Numerical Mathematics
Year:
2003

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Abstract

In this paper we consider the problem of the computation of functions of large unsymmetric matrices by vectors. We study a polynomial method based on interpolation at the Fejèr points. We provide a detailed error analysis and apply the method to some examples that occur in practical problems. Finally, numerical experiments are shown.