A numerical method for computing the principal square root of a matrix

DOI10.1155/2014/525087MaRDI QIDQ1724326zbMATH OpenOpenAlexWikidataFDO

Authors S. Shateyi, F. Khaksar Haghani, Fazlollah Soleymani

Publication date 14 February 2019

Published in Abstract and Applied Analysis (Search for Journal in Brave)

Copyright license Creative Commons Attribution 3.0 Unported

Full work available at URL https://doi.org/10.1155/2014/525087

Mathematics Subject Classification ID

Matrix exponential and similar functions of matrices (15A16) Numerical computation of matrix exponential and similar matrix functions (65F60)

Review text

Summary: It is shown how the mid-point iterative method with cubical rate of convergence can be applied for finding the principal matrix square root. Using an identity between matrix sign function and matrix square root, we construct a variant of mid-point method which is asymptotically stable in the neighborhood of the solution. Finally, application of the presented approach is illustrated in solving a matrix differential equation.

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Cites work

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Cited in

(12)

• Construction of a convergent scheme for finding matrix sign function
• A generalized Steffensen's method for matrix sign function
• A globally convergent variant of mid-point method for finding the matrix sign
• Constructing a high-order globally convergent iterative method for calculating the matrix sign function
• A one parameter method for the matrix inverse square root
• Exploiting higher computational efficiency index for computing outer generalized inverses
• An initial guess of Newton's method for the matrix square root based on a sphere constrained optimization problem
• On generalized Traub's method for absolute value equations
• Extraction of deflating subspaces using disk function of a matrix pencil via matrix sign function with application in generalized eigenvalue problem
• Computation of invariant subspaces associated with certain eigenvalues using an approach based on matrix sign function
• Exploiting a higher-order scheme for matrix square root and its inverse simultaneously
• An iterative formulation to compute the matrix sign function and its application in evaluating the geometric mean of Hermitian positive definite matrices

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