2018 Volume 28 Issue 3 Pages 142-161
Abstract. The matrix fractional power Aα can be represented as an improper integral for a slowly decaying function over the half infinite interval. Conventional approaches to approximating the integral are to apply Gaussian quadrature after some variable transformations; however, the convergence could be slow for an ill-conditioned matrix or a specific value of α. To avoid such situation, we consider the Double Exponential (DE) formula instead of conventional approaches, propose algorithms with settings of the integration interval, and then we show some numerical results.