Algorithms for the matrix \(p\)th root (Q2501233)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Algorithms for the matrix \(p\)th root
scientific article

    Statements

    Algorithms for the matrix \(p\)th root (English)
    0 references
    0 references
    0 references
    0 references
    4 September 2006
    0 references
    Let \(A\) be a real or complex matrix of order \(n\) with no eigenvalues on the closed negative real axis, and let \(p\) be a positive integer. The matrix \(X=A^{1/p}\) is called the principal matrix \(p\)th root of \(A\). Here the authors present new theoretical results and new algorithms for the computation of matrix \(p\)th root. \ At present, a MATLAB implementation of the Schur method, suggested by M. I. Smith, is available as function \textit{rootm }in the Matrix Computation Toolbox by N. J. Higham. Numerical comparisons of the proposed new algorithms against this Schur method are presented and show that sometimes numerical instability affects these new algorithms. The conclusion is that more investigation is needed to improve their finite precision implementation.
    0 references
    0 references
    matrix sign function
    0 references
    Wiener-Hopf factorization
    0 references
    Newtons method
    0 references
    Graeffe iteration
    0 references
    cyclic reduction
    0 references
    Laurent polynomial
    0 references
    Schur method
    0 references
    numerical instability
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references