Efficient Evaluation of Matrix Polynomials beyond the Paterson–Stockmeyer Method (License CC BY 4.0), J. Sastre, J. Ibáñez, Mathematics 2021, 9(14), 1600; https://doi.org/10.3390/math9141600, Researchgate link
Recently, two general methods for evaluating matrix polynomials requiring one matrix product less than the Paterson–Stockmeyer method were proposed, where the cost of evaluating a matrix polynomial is given asymptotically by the total number of matrix product evaluations. An analysis of the stability of those methods was given and the methods have been applied to Taylor-based implementations for computing the exponential, the cosine and the hyperbolic tangent matrix functions. Moreover, a particular example for the evaluation of the matrix exponential Taylor approximation of degree 15 requiring four matrix products was given, whereas the maximum polynomial degree available using Paterson–Stockmeyer method with four matrix products is 9. Based on this example, a new family of methods for evaluating matrix polynomials more efficiently than the Paterson–Stockmeyer method was proposed, having the potential to achieve a much higher efficiency, i.e., requiring less matrix products for evaluating a matrix polynomial of certain degree, or increasing the available degree for the same cost. However, the difficulty of these family of methods lies in the calculation of the coefficients involved for the evaluation of general matrix polynomials and approximations. In this paper, we provide a general matrix polynomial evaluation method for evaluating matrix polynomials requiring two matrix products less than the Paterson-Stockmeyer method for degrees higher than 30. Moreover, we provide general methods for evaluating matrix polynomial approximations of degrees 15 and 21 with four and five matrix product evaluations, respectively, whereas the maximum available degrees for the same cost with the Paterson–Stockmeyer method are 9 and 12, respectively. Finally, practical examples for evaluating Taylor approximations of the matrix cosine and the matrix logarithm accurately and efficiently with these new methods are given.
Advances in the Approximation of the Matrix Hyperbolic Tangent (License CC BY 4.0), J. Ibáñez, J.M. Alonso, J. Sastre, E. Defez, P.A. Alonso, Mathematics 2021, 9(11), 1219; https://doi.org/10.3390/math9111219, Researchgate Link.
In this paper, we introduce two approaches to compute the matrix hyperbolic tangent. While one of them is based on its own definition and uses the matrix exponential, the other one is focused on the expansion of its Taylor series. For this second approximation, we analyse two different alternatives to evaluate the corresponding matrix polynomials. This resulted in three stable and accurate codes, which we implemented in MATLAB and numerically and computationally compared by means of a battery of tests composed of distinct state-of-the-art matrices. Our results show that the Taylor series-based methods were more accurate, although somewhat more computationally expensive, compared with the approach based on the exponential matrix. To avoid this drawback, we propose the use of a set of formulas that allows us to evaluate polynomials in a more efficient way compared with that of the traditional Paterson–Stockmeyer method, thus, substantially reducing the number of matrix products (practically equal in number to the approach based on the matrix exponential), without penalising the accuracy of the result.
Computing Matrix Trigonometric Functions with GPUs through Matlab, P. Alonso, J. Peinado, J. Ibañez, J. Sastre, E. Defez, The Journal of Supercomputing, 75, 2019, 1227–1240 , doi: https://doi.org/10.1007/s11227-018-2354-1, Preprint
New matrix series expansions for the matrix cosine approximations, E. Defez, J. Ibáñez, P. Alonso, J.M. Alonso J. Peinado, and P. Alonso-Jordá, in the International Conference Mathematical Modelling in Engineering and Human Behaviour 2019, Mathematical Modelling Conference Series at the Institute for Multidisciplinary Mathematics, Universitat Politècnica de València, July, 10-12, 2019, Valencia (Spain).
Computing matrix functions by matrix Bernouilli Series, E. Defez, J. Ibañez, J. Peinado, P. Alonso-Jordá and J.M. Alonso, 19th International Conference on Computational and Mathematical Methods in Science and Engineering, CMMSE 2019, June-July 2019, Rota (Cadiz)-SPAIN.
Fast Taylor polynomial evaluation for the matrix cosine, J. Sastre, J. Ibañez, P. Alonso, J. Peinado and E. Defez, Journal of Computational and Applied Mathematics, vol. 354 pp. 641-650, July 2019 https://doi.org/10.1016/j.cam.2018.12.041, Preprint Matlab code cosmpol.m
An efficient and accurate algorithm for computing the matrix cosine based on New Hermite approximations, E. Defez, J. Ibáñez, J. Peinado, J. Sastre and P. Alonso, Journal of Computational and Applied Mathematics, Volume 348, pp. 1-13. March 2019. https://doi.org/10.1016/j.cam.2018.08.047, Preprint, Matlab code cosmtayher.m.
In this work we introduce new rational-polynomial Hermite matrix expansions which allow us to obtain a new accurate and efficient method for computing the matrix cosine. This method is compared with other state-of-the-art methods for computing the matrix cosine, including a method based on Padé approximants, showing a far superior efficiency, and higher accuracy. The algorithm implemented on the basis of this method can also be executed either in one or two NVIDIA GPUs, which demonstrates its great computational capacity.
Boosting the computation of the matrix exponential, J. Sastre, J. Ibáñez, E. Defez, Appl. Math. Comput. in press, 2018, doi:10.1016/j.amc.2018.08.017, Preprint, Matlab code expmpol.m.
This paper presents new Taylor algorithms for the computation of the matrix exponential based on recent new matrix polynomial evaluation methods. Those methods are more efficient than the well known Paterson–Stockmeyer method. The cost of the proposed algorithms is reduced with respect to previous algorithms based on Taylor approximations. Tests have been performed to compare the MATLAB implementations of the new algorithms to a state-of-the-art Padé algorithm for the computation of the matrix exponential, providing higher accuracy and cost performances.
First article with an application of the new matrix polynomial evaluation methods from J. Sastre, Efficient evaluation of matrix polynomials, Linear Algebra Appl. 539, (2018) 229-250. With the new matrix polynomial evaluation methods, Taylor approximation methods are more efficient than Padé approximant based methods.
Efficient evaluation of matrix polynomials, Jorge Sastre, Linear Algebra Applications, Vol. 539, pp. 229-250, Feb. 2018. Preprint.
Abstract: This paper presents a new family of methods for evaluating matrix polynomials more efficiently than the state-of-the-art Paterson–Stockmeyer method. Examples of the application of the methods to the Taylor polynomial approximation of matrix functions like the matrix exponential and matrix cosine are given. Their efficiency is compared with that of the best existing evaluation schemes for general polynomial and rational approximations, and also with a recent method based on mixed rational and polynomial approximants. For many years, the Paterson–Stockmeyer method has been considered the most efficient general method for the evaluation of matrix polynomials. In this paper we show that this statement is no longer true. Moreover, for many years rational approximations have been considered more efficient than polynomial approximations, although recently it has been shown that often this is not the case in the computation of the matrix exponential and matrix cosine. In this paper we show that in fact polynomial approximations provide a higher order of approximation than the state-of-the-art computational methods for rational approximations for the same cost in terms of matrix products. For an early unpublished version of this word submitted on Feb. 18, 2016 to Appl. Math. Comput. see AMC-S-16-00951.pdf.