Computation of roots of real and complex matrices

DOI10.1016/0096-3003(85)90029-3MaRDI QIDQ1067358zbMATH OpenOpenAlexFDO

Authors J. Leyva-Ramos, Eugene D. Denman

Publication date 1985

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0096-3003(85)90029-3

zbMATH Keywords

Hoskins-Walton methodNewton methodnumerical examplesr-th root of a matrixsign functionspectral decomposition

Mathematics Subject Classification ID

Determinants, permanents, traces, other special matrix functions (15A15) Factorization of matrices (15A23) Matrix equations and identities (15A24)

Review text

A method is presented for the computation of the r-th root of an arbitrary real matrix A which does not use the eigenvalues and eigenvectors of A. The basic tool is a spectral decomposition of A which is computed with the aid of the sign function of A. The decomposition has as one factor a matrix \(A_ 1\) with all eigenvalues in the right half plane and it remains to compute the r-th root of \(A_ 1\). This is done with the Hoskins-Walton method, which is essentially the Newton method for \(f(X)=X^ r-A_ 1\). The method is generalized to work for \(n\times n\) complex matrices by representing them in the usual way as real matrices of dimension 2n. Some example are given.

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Cites work

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• scientific article; zbMATH DE number 3144516 (Why is no real title available?)
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Cited in

(12)

• Fast and stable algorithms for computing the principal \(n\)th root of a complex matrix and the matrix sector function
• On monotone Markov chains and properties of monotone matrix roots
• Verified computation of real powers of matrices
• Computing roots of matrix products
• Computing the pth roots of a matrix with repeated eigenvalues
• Rectangular and polar representations of a complex matrix
• Computing Matrix Eigenvalues and Polynomial Zeros Where the Output is Real
• On the roots of complex r r matrices
• scientific article; zbMATH DE number 7564157 (Why is no real title available?)
• Computing real square roots of a real matrix
• Real representations of powers of real matrices and its applications
• Real root finding for determinants of linear matrices

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