Globally convergent iterative scheme for computing matrix sign function with numerical stability
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Cites work
- A fast convergent numerical method for matrix sign function with application in SDEs
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- Functions of Matrices
- scientific article; zbMATH DE number 802915 (Why is no real title available?)
- Inverse multi-quadric RBF for computing the weights of FD method: application to American options
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- On Deriving the Inverse of a Sum of Matrices
- On Scaling Newton’s Method for Polar Decomposition and the Matrix Sign Function
- Rational Iterative Methods for the Matrix Sign Function
- Several numerical methods for computing unitary polar factor of a matrix
- The matrix sign decomposition and its relation to the polar decomposition
- The matrix sign function
- The sign matrix and the separation of matrix eigenvalues
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