Volume 53, pp. 500-521, 2020.

Substitution algorithms for rational matrix equations

Massimiliano Fasi and Bruno Iannazzo

Abstract

We study equations of the form $r(X)=A$, where $r$ is a rational function and $A$ and $X$ are square matrices of the same size. We develop two techniques for solving these equations by inverting (through a substitution strategy) two schemes for the evaluation of rational functions of matrices. For triangular matrices, the new methods yield the same computational cost as the evaluation schemes from which they are obtained. A general equation can be reduced to upper triangular form by exploiting the Schur decomposition of the given matrix. For real data, the algorithms rely on the real Schur decomposition in order to compute real solutions using only real arithmetic. Numerical experiments show that our implementations are faster than existing alternatives without sacrificing accuracy.

Full Text (PDF) [427 KB], BibTeX , DOI: 10.1553/etna_vol53s500

Key words

rational matrix equation, Paterson–Stockmeyer scheme, powering technique, rational function evaluation, primary matrix function

AMS subject classifications

15A24, 65F60