Fast Taylor polynomial evaluation for the computation of the matrix cosine

[EN] In this work we introduce a new method to compute the matrix cosine. It is based on recent new matrix polynomial evaluation methods for the Taylor approximation and a mixed forward and backward error analysis. The matrix polynomial evaluation methods allow to evaluate the Taylor polynomial appr...

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Detalles Bibliográficos
Autores: Sastre, Jorge|||0000-0002-8612-6717, Ibáñez González, Jacinto Javier|||0000-0002-6912-4453, Alonso-Jordá, Pedro|||0000-0002-6882-6592, Peinado Pinilla, Jesús|||0000-0002-9048-5106, Defez Candel, Emilio|||0000-0002-3303-6371
Tipo de recurso: artículo
Fecha de publicación:2019
País:España
Institución:Universitat Politècnica de València (UPV)
Repositorio:RiuNet. Repositorio Institucional de la Universitat Politécnica de Valéncia
Idioma:inglés
OAI Identifier:oai:riunet.upv.es:10251/145535
Acceso en línea:https://riunet.upv.es/handle/10251/145535
Access Level:acceso abierto
Palabra clave:Matrix
Matrix trigonometric functions
Matrix cosine
Taylor
Fast matrix polynomial evaluation
GPU computing
TEORIA DE LA SEÑAL Y COMUNICACIONES
CIENCIAS DE LA COMPUTACION E INTELIGENCIA ARTIFICIAL
MATEMATICA APLICADA
Descripción
Sumario:[EN] In this work we introduce a new method to compute the matrix cosine. It is based on recent new matrix polynomial evaluation methods for the Taylor approximation and a mixed forward and backward error analysis. The matrix polynomial evaluation methods allow to evaluate the Taylor polynomial approximation of the matrix cosine function more efficiently than using Paterson-Stockmeyer method. A sequential Matlab implementation of the new algorithm is provided, giving better efficiency and accuracy than state-of-the-art algorithms. Moreover, we provide an implementation in Matlab that can use NVIDIA CPUs easily and efficiently. (C) 2018 Elsevier B.V. All rights reserved.