May 2, 2013
We prove that the inverse of a positive-definite matrix can be approximated by a weighted-sum of a small number of matrix exponentials. Combining this with a previous result [OSV12], we establish an equivalence between matrix inversion and exponentiation up to polylogarithmic factors. In particular, this connection justifies the use of Laplacian solvers for designing fast semi-definite programming based algorithms for certain graph problems. The proof relies on the Euler-Macl...
August 24, 2021
This brief note concerns the invertibility of certain alternant matrices. In particular those that consisting of polynomials and products of polynomials and logarithms are shown to be invertible under appropriate conditions on the degrees of the polynomials.
September 16, 2020
We develop heuristic interpolation methods for the functions $t \mapsto \log \det \left( \mathbf{A} + t \mathbf{B} \right)$ and $t \mapsto \operatorname{trace}\left( (\mathbf{A} + t \mathbf{B})^{p} \right)$ where the matrices $\mathbf{A}$ and $\mathbf{B}$ are Hermitian and positive (semi) definite and $p$ and $t$ are real variables. These functions are featured in many applications in statistics, machine learning, and computational physics. The presented interpolation functio...
April 19, 2024
This work presents a new algorithm to compute the matrix exponential within a given tolerance. Combined with the scaling and squaring procedure, the algorithm incorporates Taylor, partitioned and classical Pad\'e methods shown to be superior in performance to the approximants used in state-of-the-art software. The algorithm computes matrix--matrix products and also matrix inverses, but it can be implemented to avoid the computation of inverses, making it convenient for some p...
March 20, 2000
We give a formula for matrix exponentials and partial fraction decompositions.
October 22, 2020
Using $\mathcal{P}$-canonical forms of matrices, we derive the minimal polynomial of the Kronecker product of a given family of matrices in terms of the minimal polynomials of these matrices. This, allows us to prove that the product $\prod\limits_{i=1}^{m}L(P_{i})$, $L(P_{i})$ is the set of linear recurrence sequences over a field $F$ with characteristic polynomial $P_{i}$, is equal to $L(P)$ where $P$ is the minimal polynomial of the Kronecker product of the companion matri...
August 29, 2003
These notes concern linear transformations on R^n and C^n, exponentials of linear transformations, and some related geometric questions.
November 16, 2007
We give a survey of the analytic theory of matrix orthogonal polynomials.
September 28, 2010
A proof for a conjecture by Shadrin and Zvonkine, relating the entries of a matrix arising in the study of Hurwitz numbers to a certain sequence of rational numbers, is given. The main tools used are iteration matrices of formal power series and their (matrix) logarithms.
July 21, 2004
In this note explicit algorithms for calculating the exponentials of important structured 4 x 4 matrices are provided. These lead to closed form formulae for these exponentials. The techniques rely on one particular Clifford Algebra isomorphism and basic Lie theory. When used in conjunction with structure preserving similarities, such as Givens rotations, these techniques extend to dimensions bigger than four.