论文标题

用双指数公式计算矩阵分数幂

Computing the matrix fractional power with the double exponential formula

论文作者

Tatsuoka, Fuminori, Sogabe, Tomohiro, Miyatake, Yuto, Kemmochi, Tomoya, Zhang, Shao-Liang

论文摘要

本文介绍了两种用于计算矩阵分数$ a^α$的基于正交的算法。这些算法基于双重指数(de)公式,该公式以其在计算不当积分以及处理几乎任意端点奇点方面的有效性而闻名。 de公式将给定的积分转换为适合梯形规则的另一个积分。在此过程中,整体间隔被转换为无限间隔。因此,有必要将无限间隔截断为适当的有限间隔。在本文中,提出了一种基于专门用于计算$ a^α$的截断误差分析的截断方法。然后,提出了两种算法 - 一种计算$ a^α$,具有固定数量的横坐标,另一个计算$ a^α$适应性地计算出来。随后,分析了Hermitian阳性确定矩阵的DE公式的收敛速率。收敛率分析表明,当$ a $条件不足时,de公式的收敛速度比高斯正交速度快,而$α$是非单位分数。数值结果表明,在几种情况下,我们的算法达到了所需的准确性,并且比其他算法更快。

Two quadrature-based algorithms for computing the matrix fractional power $A^α$ are presented in this paper. These algorithms are based on the double exponential (DE) formula, which is well-known for its effectiveness in computing improper integrals as well as in treating nearly arbitrary endpoint singularities. The DE formula transforms a given integral into another integral that is suited for the trapezoidal rule; in this process, the integral interval is transformed to the infinite interval. Therefore, it is necessary to truncate the infinite interval into an appropriate finite interval. In this paper, a truncation method, which is based on a truncation error analysis specialized to the computation of $A^α$, is proposed. Then, two algorithms are presented -- one computes $A^α$ with a fixed number of abscissas, and the other computes $A^α$ adaptively. Subsequently, the convergence rate of the DE formula for Hermitian positive definite matrices is analyzed. The convergence rate analysis shows that the DE formula converges faster than the Gaussian quadrature when $A$ is ill-conditioned and $α$ is a non-unit fraction. Numerical results show that our algorithms achieved the required accuracy and were faster than other algorithms in several situations.

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