Efficient computation of the matrix cosine

Trigonometric matrix functions play a fundamental role in second order differential equation systems. This work presents an algorithm for computing the cosine matrix function based on Taylor series and the cosine double angle formula. It uses a forward absolute error analysis providing sharper bounds than existing methods. The proposed algorithm had lower cost than state-of-the-art algorithms based on Hermite matrix polynomial series and Pade approximants with higher accuracy in the majority of test matrices.

[1]  Nicholas J. Higham,et al.  A Block Algorithm for Matrix 1-Norm Estimation, with an Application to 1-Norm Pseudospectra , 2000, SIAM J. Matrix Anal. Appl..

[2]  S. Serbin Rational approximations of trigonometric matrices with application to second-order systems of differential equations , 1979 .

[3]  Nicholas J. Higham,et al.  Efficient algorithms for the matrix cosine and sine , 2005, Numerical Algorithms.

[4]  N. Higham The Scaling and Squaring Method for the Matrix Exponential Revisited , 2005, SIAM J. Matrix Anal. Appl..

[5]  Gene H. Golub,et al.  Matrix computations , 1983 .

[6]  S. Serbin,et al.  An Algorithm for Computing the Matrix Cosine , 1980 .

[7]  Emilio Defez,et al.  Accurate matrix exponential computation to solve coupled differential models in engineering , 2011, Math. Comput. Model..

[8]  Awad H. Al-Mohy,et al.  A New Scaling and Squaring Algorithm for the Matrix Exponential , 2009, SIAM J. Matrix Anal. Appl..

[9]  Jorge J. Moré,et al.  Digital Object Identifier (DOI) 10.1007/s101070100263 , 2001 .

[10]  Cleve B. Moler,et al.  Nineteen Dubious Ways to Compute the Exponential of a Matrix, Twenty-Five Years Later , 1978, SIAM Rev..

[11]  Larry J. Stockmeyer,et al.  On the Number of Nonscalar Multiplications Necessary to Evaluate Polynomials , 1973, SIAM J. Comput..

[12]  Nicholas J. Higham,et al.  Computing the Matrix Cosine , 2004, Numerical Algorithms.

[13]  Emilio Defez,et al.  Computing matrix functions arising in engineering models with orthogonal matrix polynomials , 2013, Math. Comput. Model..

[14]  Nicholas J. Higham,et al.  Functions of matrices - theory and computation , 2008 .

[15]  N. Higham Functions of Matrices: Theory and Computation (Other Titles in Applied Mathematics) , 2008 .

[16]  Emilio Defez,et al.  Efficient orthogonal matrix polynomial based method for computing matrix exponential , 2011, Appl. Math. Comput..

[17]  C. Loan,et al.  Nineteen Dubious Ways to Compute the Exponential of a Matrix , 1978 .