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The phi-function family by everywhere-convergent series
Definition
Use the first-variable-linear standard inner product on and its norm from The standard formulas on and on are inner products and The norm induced by a real or complex inner product. The matrix norm is the operator norm of the linear map in The operator norm is zero on the zero domain and otherwise is max_{||v||=1} ||Tv||. On this operator norm is , as specified in that definition.
For each integer , define the scalar phi function and its finite-matrix action by
Here , , , , and factorials are the usual positive integer factorials. The scalar and matrix phi series converge absolutely ↗ establishes that both series converge absolutely for every such input, so these expressions define values on their full stated domains. By the published power-series definition The complex exponential by its power series, ; for matrices, is the bounded-operator exponential series of The exponential series of a bounded operator.
At zero, the series gives and for every . For , only the matrix term can be nonzero. For , The vector space of by matrices over a field, with entrywise operations and Rectangular matrix multiplication and the identity matrix , including zero-sized shapes identify with the unique empty matrix ; every power and every partial sum is that matrix. Thus , including .
The recurrence is always interpreted as a series identity, including at zero; division by is not part of this definition.
Depends on
- The complex exponential by its power series
- The norm $\lVert v\rVert=\sqrt{\langle v,v\rangle}$ induced by a real or complex inner product
- Rectangular matrix multiplication and the identity matrix $I_n$, including zero-sized shapes
- The vector space $M_{m \times n}(F) := F^{\,m \times n}$ of $m$ by $n$ matrices over a field, with entrywise operations
- The operator norm is zero on the zero domain and otherwise is max_{||v||=1} ||Tv||
- The standard formulas $\langle x,y\rangle=\sum_{k<n}x_k y_k$ on $\mathbb R^n$ and $\sum_{k<n}x_k\overline{y_k}$ on $\mathbb C^n$ are inner products
- The exponential series of a bounded operator
Used by
- Arnoldi projection for exponential and phi-function actions Algorithm
- Finite scaled Taylor action for the matrix exponential Algorithm
- Exponential Euler and the two-stage ETD2 step maps Definition
- A diagonal stiff diffusion step with linear reaction Example
- A nonnormal action grows transiently while its Arnoldi residual certificate remains valid Example
- A one-dimensional Arnoldi projection misses a slow mode of a stiff diagonal matrix Example
- Phi functions at zero require no matrix division Example
- The value phi₁(0) is obtained directly from its series Example
- Integral representations of the first two phi functions Lemma
- The scalar and matrix phi series converge absolutely Lemma
- Arnoldi action error is the semigroup-weighted residual integral Theorem
- Phi recurrence and augmented-matrix action identities Theorem
- Scaled Taylor action has a finite normwise truncation and roundoff certificate Theorem
Dependency tree · two levels
38 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- Awad H. Al-Mohy and Nicholas J. Higham, Computing the action of the matrix exponential, with an application to exponential integrators (standard reference, not scraped)
- Jitse Niesen and Will M. Wright, A Krylov subspace algorithm for evaluating the phi-functions appearing in exponential integrators (standard reference, not scraped)