Arbitrary real power of a matrix by Schur-Pade algorithm
X = POWERM_PADE(A,P) computes the P'th power X of the matrix A, for arbitrary real P and A with no nonpositive real eigenvalues, by the Schur-Pade algorithm. [X,NSQ,M] = POWERM_PADE(A, P) returns the number NSQ of matrix square roots computed and the degree M of the Pade approximant used.
If A is singular or has any eigenvalues on the negative real axis, a warning message is printed.
Function TEST.M runs a simple test of the codes.
Details on the underlying algorithms can be found in
N. J. Higham and L. Lin. A Schur--Pade algorithm for fractional powers of a matrix. MIMS EPrint 2010.91, Manchester Institute for Mathematical Sciences, The University of Manchester, UK, Oct. 2010; revised Feb. 2011.
http://eprints.ma.man.ac.uk/1589/
引用格式
Nick Higham (2024). Arbitrary real power of a matrix by Schur-Pade algorithm (https://www.mathworks.com/matlabcentral/fileexchange/30527-arbitrary-real-power-of-a-matrix-by-schur-pade-algorithm), MATLAB Central File Exchange. 检索时间: .
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