A globally convergent variant of mid-point method for finding the matrix sign

DOI10.1007/s40314-018-0654-yzbMath1413.65170OpenAlexW2808472421WikidataQ129726381 ScholiaQ129726381MaRDI QIDQ1715647

Nahid Zainali, Taher Lotfi

Publication date: 29 January 2019

Published in: Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40314-018-0654-y

zbMATH Keywords

global convergenceiterative methodshigh ordermatrix signmid-point method

Mathematics Subject Classification ID

Numerical computation of matrix exponential and similar matrix functions (65F60)

Uses Software

• mftoolbox

Cites Work

• A method for generating realistic correlation matrices
• A general three-step class of optimal iterations for nonlinear equations
• Several improvements of the 2-point third order midpoint iterative method using weight functions
• A note on mode decoupling of linear time-invariant systems using the generalized sign matrix
• Algorithms for the matrix sector function
• Solving stable generalized Lyapunov equations with the matrix sign function
• Approximating the matrix sign function using a novel iterative method
• An algorithm for computing geometric mean of two Hermitian positive definite matrices via matrix sign
• The sign matrix and the separation of matrix eigenvalues
• A fast convergent numerical method for matrix sign function with application in SDEs
• A class of Kung-Traub-type iterative algorithms for matrix inversion
• Some matrix iterations for computing matrix sign function
• An efficient and stable Newton-type iterative method for computing generalized inverse \(A_{T,S}^{(2)}\)
• Efficient algorithms for generalized algebraic Bernoulli equations based on the matrix sign function
• Algorithms for the matrix \(p\)th root
• Mathematica in Action
• Linear model reduction and solution of the algebraic Riccati equation by use of the sign function†
• On Scaling Newton’s Method for Polar Decomposition and the Matrix Sign Function
• The Matrix Sign Function Method and the Computation of Invariant Subspaces
• Using the Matrix Sign Function to Compute Invariant Subspaces
• The matrix sign function
• A Padé family of iterations for the matrix sign function and related problems
• Rational Iterative Methods for the Matrix Sign Function
• Functions of Matrices

This page was built for publication: A globally convergent variant of mid-point method for finding the matrix sign