Optimizing Halley's Iteration for Computing the Matrix Polar Decomposition

DOI10.1137/090774999zbMath1215.65081OpenAlexW1987255606MaRDI QIDQ3079766

Zhaojun Bai, François Gygi, Yuji Nakatsukasa

Publication date: 2 March 2011

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/09ebcb59bcccdbcf7be0c883b50263560f73821a

zbMATH Keywords

convergencenumerical experimentspolar decompositionHalley's iterationNewton's iteration, inverse free iterations, QR decomposition, numerical stability

Mathematics Subject Classification ID

Related Items (17)

On Grioli's minimum property and its relation to Cauchy's polar decomposition ⋮ On semilocal convergence analysis for two-step Newton method under generalized Lipschitz conditions in Banach spaces ⋮ Computing Fundamental Matrix Decompositions Accurately via the Matrix Sign Function in Two Iterations: The Power of Zolotarev's Functions ⋮ An algorithm to compute the polar decomposition of a \(3 \times 3\) matrix ⋮ On the Matrix Square Root via Geometric Optimization ⋮ Stable and Efficient Computation of Generalized Polar Decompositions ⋮ Monotonically convergent algorithms for symmetric tensor approximation ⋮ A Structure-Preserving Divide-and-Conquer Method for Pseudosymmetric Matrices ⋮ Fast Computation of Spectral Projectors of Banded Matrices ⋮ Efficient homomorphic comparison methods with optimal complexity ⋮ The minimization of matrix logarithms: on a fundamental property of the unitary polar factor ⋮ A novel iterative method for polar decomposition and matrix sign function ⋮ On iterative algorithms for the polar decomposition of a matrix and the matrix sign function ⋮ A unified framework for harmonic analysis of functions on directed graphs and changing data ⋮ Several numerical methods for computing unitary polar factor of a matrix ⋮ Rational minimax iterations for computing the matrix \(p\)th root ⋮ A High Performance QDWH-SVD Solver Using Hardware Accelerators

Uses Software

• mctoolbox

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