Title
Determination of a matrix function using the divided difference method of Newton and the interpolation technique of Hermite
Abstract
Computing a function f(A) of an n-by-n matrix A is a frequently occurring problem in control theory and other applications. In this paper we introduce an effective approach for the determination of matrix function f(A). We propose a new technique which is based on the extension of Newton divided difference and the interpolation technique of Hermite and using the eigenvalues of the given matrix A. The new algorithm is tested on several problems to show the efficiency of the presented method. Finally, the application of this method in control theory is highlighted.
Year
DOI
Venue
2009
10.1016/j.cam.2009.01.021
J. Computational Applied Mathematics
Keywords
Field
DocType
effective approach,n-by-n matrix,interpolation technique,control theory,divided difference method,new algorithm,matrix function,new technique,state transition matrix,matrix polynomial,square root of matrix,cauchy integral,state transition,matrix square root,divided difference
Matrix (mathematics),Mathematical analysis,Interpolation,Matrix function,Square matrix,State-transition matrix,Square root of a matrix,Hermite interpolation,Mathematics,Eigenvalues and eigenvectors
Journal
Volume
Issue
ISSN
231
1
0377-0427
Citations 
PageRank 
References 
1
0.38
5
Authors
2
Name
Order
Citations
PageRank
Mehdi Dehghan13022324.48
Masoud Hajarian234524.18