Halley's Method for Rectangular Matrix Variables and the Matrix Schwarzian Derivative

DOI10.48550/ARXIV.2609.06592MaRDI QIDQ7288269arXivFDO

Authors Shintaro Yoshizawa

Publication date 6 September 2026

Published in arXiv

Tldr We generalize Alefeld's connection of Halley's method to matrix variables using the information geometric perspective on matrix Schwarzian derivatives. We prove local cubic convergence with explicit error constants without assuming self-adjointness or commutativity and validate this theory via a matrix-free algorithm, contrasting it with alternatives.

Full work available at URL https://doi.org/10.48550/ARXIV.2609.06592

Mathematics Subject Classification ID

Iterative procedures involving nonlinear operators (47J25) Numerical computation of solutions to systems of equations (65H10) Numerical solutions to equations with nonlinear operators (65J15)

arXiv classification

math.NA

Cites work

• A simplified neuron model as a principal component analyzer
• (SOFTWARE) conStruct
• On the Convergence of Halley's Method

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