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Determination of a matrix function using the divided difference method of Newton and the interpolation technique of Hermite

✍ Scribed by Mehdi Dehghan; Masoud Hajarian

Publisher
Elsevier Science
Year
2009
Tongue
English
Weight
777 KB
Volume
231
Category
Article
ISSN
0377-0427

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✦ Synopsis

Computing a function f (A) of an n-by-n matrix A is a frequently occurring problem in control theory and other applications. In this paper we introduce an effective approach for the determination of matrix function f (A). We propose a new technique which is based on the extension of Newton divided difference and the interpolation technique of Hermite and using the eigenvalues of the given matrix A. The new algorithm is tested on several problems to show the efficiency of the presented method. Finally, the application of this method in control theory is highlighted.

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