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 Fejer points. We provide a detailed error analysis and apply the method to some examples that occur in practical problems. Finally, numerical experiments are shown.
A polynomial method based on Fejer points for the computation of functions of unsymmetric matrices
NOVATI, PAOLO
2003
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 Fejer points. We provide a detailed error analysis and apply the method to some examples that occur in practical problems. Finally, numerical experiments are shown.
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