I would like to use the Pade approximation in my numerical procedure and I would like to use it to approximate the logarithm of a matrix. However, I couldn't find the correct expression for it in the literature. I know the general expression of the Pade approximation but I do not know how to use it for my Matrix logarithm.
So suppose that I have a matrix $\textbf{X}$ that takes the following form
$\textbf{X}=\begin{pmatrix} 1.002 & 0 & 0 \\ 0 & 1.01 & 0 \\ 0 & 0 & 1.1 \end{pmatrix}$.
The expression for the Pade approximation reads
$(\textbf{A}+\textbf{A}^2/2).(\textbf{I}+\textbf{A}+\textbf{A}^2/6)^{-1}$
where $\textbf{A}=\textbf{X}^T.\textbf{X}-\textbf{I}$ and $\textbf{I}$ is a 3 by 3 identity matrix.
But upon using this formulation, I always get $1/0$ expression.
What is the missing part in my calculation?
I think you are making some mistake in computing. The following PARI/GP code (with a $1/2$ factor included)
outputs
while the code
outputs
[0.001998003, 0.009950331, 0.09531018]and the two answers are close. Also note that the codeoutputs
x - 1/2*x^2 + 1/3*x^3 - 1/4*x^4 + O(x^5)which is the first four terms of the power series expansion of $\,\log(1+x).$