Abstract
We develop numerical algorithms for the efficient evaluation of quantities associated with generalized matrix functions [J. B. Hawkins and A. Ben-Israel,Linear Multilinear Algebra, 1(1973), pp. 163–171]. Our algorithms are based on Gaussian quadrature and Golub–Kahan bidiagonalization. Block variants are also investigated. Numerical experiments are performed to illustrate the effectiveness and efficiency of our techniques in computing generalized matrix functions arising in the analysis of networks
| Original language | English |
|---|---|
| Pages (from-to) | 836–860 |
| Number of pages | 25 |
| Journal | SIAM Journal on Matrix Analysis and Applications |
| Volume | 37 |
| Issue number | 3 |
| DOIs | |
| Publication status | Published - 12 Jul 2016 |
Keywords
- generalized matrix functions
- Gauss quadrature
- Golub–Kahan bidiagonalization
- network communicability
