An efficient and accurate algorithm for computing the matrix cosine based on new Hermite approximations

Abstract

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.