Recursive formulation of the matrix Padé approximation in packed storage

Formulation of Matrix Pade Approximation in Rectangular Full Packed Storage

The Extended Euclidean algorithm for matrix Pade approximants is applied to compute matrix Pade approximants in rectangular full packed format (RFP) if the coefficient matrices of the input matrix polynomial are triangular. The procedure given by Gustavson et al for packing a triangular matrix in rectangular full packed format is applied to pack sequence of lower triangular matrices of a matrix...

Recursive Algorithms for the Matrix Padé Problem

Abstract. A matrix triangularization interpretation is given for the recursive algorithms computing the Padé approximants along a certain path in the Padé table, which makes it possible to unify all known algorithms in this field [5], [6]. For the normal Padé table, all these results carry over to the matrix Padé problem in a straightforward way. Additional features, resulting from the noncommu...

On Padé Approximation of Some Practical Functions

Scaled and Squared Subdiagonal Padé Approximation for the Matrix Exponential

The scaling and squaring method is the most widely used algorithm for computing the exponential of a square matrix A. We introduce an efficient variant that uses a much smaller squaring factor when ‖A‖ 1 and a subdiagonal Padé approximant of low degree, thereby significantly reducing the overall cost and avoiding the potential instability caused by overscaling, while giving forward error of the...

Robust Padé Approximation via SVD

Padé approximation is considered from the point of view of robust methods of numerical linear algebra, in particular the singular value decomposition. This leads to an algorithm for practical computation that bypasses most problems of solution of nearly-singular systems and spurious pole-zero pairs caused by rounding errors; a Matlab code is provided. The success of this algorithm suggests that...