Verified computation of real powers of matrices

Two numerical algorithms based on verified block diagonalization (VBD) are proposed to compute interval matrices containing the matrix real powers. The first algorithm uses VBD based on numerical spectral decomposition involving cubic complexity if the power exponent’s absolute value is not too larg...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Journal of computational and applied mathematics 2021-08, Vol.391, p.113431, Article 113431
1. Verfasser: Miyajima, Shinya
Format: Artikel
Sprache:eng
Schlagworte:
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung:Two numerical algorithms based on verified block diagonalization (VBD) are proposed to compute interval matrices containing the matrix real powers. The first algorithm uses VBD based on numerical spectral decomposition involving cubic complexity if the power exponent’s absolute value is not too large. In contrast, the second algorithm adopts VBD based on numerical Jordan decomposition involving quartic complexity, which is applicable even for defective matrices. Numerical results show the effectiveness of the algorithms.
ISSN:0377-0427
1879-1778
DOI:10.1016/j.cam.2021.113431