An Algorithm for the Matrix Lambert $W$ Function

Massimiliano Fasi; Nicholas J Higham; Bruno Iannazzo

doi:10.1137/140997610

An Algorithm for the Matrix Lambert $W$ Function

Massimiliano Fasi, Nicholas J Higham, Bruno Iannazzo

Applied Mathematics

Research output: Contribution to journal › Article › peer-review

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Original language	English
Pages (from-to)	669-685
Number of pages	17
Journal	SIAM Journal on Matrix Analysis and Applications
Volume	36
Issue number	2
DOIs	https://doi.org/10.1137/140997610
Publication status	Published - 2015

Keywords

Lambert $W$ function
primary matrix function
Newton method
matrix iteration
numerical stability
Schur--Parlett method

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10.1137/140997610

POST-PEER-REVIEW-PUBLISHERS.PDFFinal published version, 363 KB

http://dx.doi.org/10.1137/140997610

Cite this

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title = "An Algorithm for the Matrix Lambert $W$ Function",

keywords = "Lambert $W$ function, primary matrix function, Newton method, matrix iteration, numerical stability, Schur--Parlett method",

author = "Massimiliano Fasi and Higham, {Nicholas J} and Bruno Iannazzo",

year = "2015",

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journal = "SIAM Journal on Matrix Analysis and Applications",

issn = "1095-7162",

publisher = "Society for Industrial and Applied Mathematics",

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AU - Higham, Nicholas J

AU - Iannazzo, Bruno

PY - 2015

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KW - Lambert $W$ function

KW - primary matrix function

KW - Newton method

KW - matrix iteration

KW - numerical stability

KW - Schur--Parlett method

U2 - 10.1137/140997610

DO - 10.1137/140997610

M3 - Article

SN - 1095-7162

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EP - 685

JO - SIAM Journal on Matrix Analysis and Applications

JF - SIAM Journal on Matrix Analysis and Applications

IS - 2

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