Quantum algorithm for matrix functions by Cauchy's integral formula

Abstract

For matrix A, vector b and function f, the computation of vector f(A)b arises in many scientific computing applications. We consider the problem of obtaining quantum state f corresponding to vector f(A)b. There is a quantum algorithm to compute state f using eigenvalue estimation that uses phase estimation and Hamiltonian simulation e i A t. However, the algorithm based on eigenvalue estimation needs poly(1/ε) runtime, where ε is the desired accuracy of the output state. Moreover, if matrix A is not Hermitian, e i A t is not unitary and we cannot run eigenvalue estimation. In this paper, we propose a quantum algorithm that uses Cauchy's integral formula and the trapezoidal rule as an approach that avoids eigenvalue estimation. We show that the runtime of the algorithm is poly((1/ε)) and the algorithm outputs state f even if A is not Hermitian.

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