A Schur–Newton Method for the Matrix \lowercase{\boldmath<i>p</i>}th Root and its Inverse (Q5296015)

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scientific article; zbMATH DE number 5176019
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A Schur–Newton Method for the Matrix \lowercase{\boldmath<i>p</i>}th Root and its Inverse
scientific article; zbMATH DE number 5176019

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    A Schur–Newton Method for the Matrix \lowercase{\boldmath<i>p</i>}th Root and its Inverse (English)
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    31 July 2007
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    matrix \(p\)-th root
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    principal \(p\)-th root
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    matrix logarithm
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    Newton's method
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    preprocessing
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    Schur decomposition
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    numerical stability
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    convergence
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    Markov model
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    transition matrix
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    inverse scaling and squaring method
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    eigenvalues
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    algorithm
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    numerical experiments
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