This paper aims to develop efficient numerical methods for computing the inverse of matrix $\varphi$-functions, $\psi_\ell(A):=(\varphi_\ell(A))^(-1)$, for $\ell = 1,2, \dots$ when A is a large and sparse matrix with eigenvalues in the open left half-plane. While $\varphi$-functions play a crucial role in the analysis and implementation of exponential integrators, their inverses arise in solving certain direct and inverse differential problems with non-local boundary conditions. We propose an adaptation of the standard scaling-and-squaring technique for computing $\psi_\ell(A)$, based on the Newton-Schulz iteration for matrix inversion. The convergence of this method is analyzed both theoretically and numerically. In addition, we derive and analyze Padé approximants for approximating $\psi_1(A/2^s)$, where s is a suitably chosen integer, necessary at the root of the squaring process. Numerical experiments demonstrate the effectiveness of the proposed approach.
A scaling-and-squaring method for computing the inverses of matrix $\varphi$-functions
Lidia Aceto;
2025-01-01
Abstract
This paper aims to develop efficient numerical methods for computing the inverse of matrix $\varphi$-functions, $\psi_\ell(A):=(\varphi_\ell(A))^(-1)$, for $\ell = 1,2, \dots$ when A is a large and sparse matrix with eigenvalues in the open left half-plane. While $\varphi$-functions play a crucial role in the analysis and implementation of exponential integrators, their inverses arise in solving certain direct and inverse differential problems with non-local boundary conditions. We propose an adaptation of the standard scaling-and-squaring technique for computing $\psi_\ell(A)$, based on the Newton-Schulz iteration for matrix inversion. The convergence of this method is analyzed both theoretically and numerically. In addition, we derive and analyze Padé approximants for approximating $\psi_1(A/2^s)$, where s is a suitably chosen integer, necessary at the root of the squaring process. Numerical experiments demonstrate the effectiveness of the proposed approach.File | Dimensione | Formato | |
---|---|---|---|
s11075-025-02049-1.pdf
file disponibile agli utenti autorizzati
Descrizione: versione pubblicata
Tipologia:
Versione Editoriale (PDF)
Licenza:
Copyright dell'editore
Dimensione
497.18 kB
Formato
Adobe PDF
|
497.18 kB | Adobe PDF | Visualizza/Apri Richiedi una copia |
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.