Computational Techniques for Real Logarithms of Matrices
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In this work, we consider computing the real logarithm of a real matrix. We pay attention to general conditioning issues, provide careful implementation for several techniques including scaling issues, and finally test and compare the techniques on a number of problems. All things considered, our recommendation for a general purpose method goes to the Schur decomposition approach with eigenvalue grouping, followed by square roots and diagonal Padé approximants of the diagonal blocks. Nonetheless, in some cases, a well-implemented series expansion technique outperformed the other methods. We have also analyzed and implemented a novel method to estimate the Frechét derivative of the $\log$, which proved very successful for condition estimation.
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