On Newton's method and Halley's method for the principal \(p\)th root of a matrix (Q848572): Difference between revisions
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English | On Newton's method and Halley's method for the principal \(p\)th root of a matrix |
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On Newton's method and Halley's method for the principal \(p\)th root of a matrix (English)
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4 March 2010
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The computation of the principal \(p\)th root of a matrix \(A\) by means of Newton's and Halley's method is discussed. It is supposed that the matrix \(A\) has no negative real eigenvalues and all zero eigenvalues are semisimple. A new convergence result for Newton's method is proved. A strategy to improve the convergence of Newton's and Halley's method is proposed, a connection between the Newton as well as Halley iteration and the binomial expansion is given. Additionally, some results on the \(p\)th root of \(M\)- and \(H\)-matrices are proved. Finally, numerical examples are presented which illustrate the strategy for improving the convergence of Newton's and Halley's method.
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matrix \(p\)th root
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Newton's method
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Halley's method
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convergence
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series expansion
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\(M\)-matrix
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\(H\)-matrix
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numerical examples
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