On Scaling Newton’s Method for Polar Decomposition and the Matrix Sign Function

DOI10.1137/0613044zbMATH Open0754.65043OpenAlexW2020054862MaRDI QIDQ4016790FDOQ4016790

Authors: Charles S. Kenney, Alan J. Laub 

Publication date: 16 January 1993

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

Full work available at URL: https://doi.org/10.1137/0613044

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zbMATH Keywords

convergenceoptimal scalingpolar decompositionspectral scalingtest problems2-norm scalingdeterminantal scalingFrobenius scalingmatrix sign problemscaled Newton iterationsscaling strategies

Mathematics Subject Classification ID

Numerical computation of matrix norms, conditioning, scaling (65F35) Conditioning of matrices (15A12)

Cited In (24)

• Computation of the structured stability radius via matrix sign function
• The matrix sign decomposition and its relation to the polar decomposition
• The iterative methods for computing the polar decomposition of rank-deficient matrix
• An efficient iterative method for matrix sign function with application in stability analysis of control systems using spectrum splitting
• The geometric mean of two matrices from a computational viewpoint.
• Numerical stability and tensor nuclear norm
• Iterative and doubling algorithms for Riccati‐type matrix equations: A comparative introduction
• Numerically stable iterative methods for computing matrix sign function
• On a fourth-order matrix method for computing polar decomposition
• Approximation of matrices and a family of Gander methods for polar decomposition
• Computing Fundamental Matrix Decompositions Accurately via the Matrix Sign Function in Two Iterations: The Power of Zolotarev's Functions
• A generalized Steffensen's method for matrix sign function
• Structured matrices and Newton's iteration: unified approach
• Numerical behaviour of Higham's scaled method for polar decomposition
• Mixed matrix sign function/DFT inversion method for solving parameter-dependent Riccati equation
• Complex matrix inversion via real matrix inversions
• Extraction of deflating subspaces using disk function of a matrix pencil via matrix sign function with application in generalized eigenvalue problem
• A sixth-order iterative method for approximating the polar decomposition of an arbitrary matrix
• Stable and efficient computation of generalized polar decompositions
• On iterative algorithms for the polar decomposition of a matrix and the matrix sign function
• Computing the square root and logarithm of a real \(P\)-orthogonal matrix
• A New Scaling for Newton's Iteration for the Polar Decomposition and its Backward Stability
• A globally convergent variant of mid-point method for finding the matrix sign
• Constructing a high-order globally convergent iterative method for calculating the matrix sign function

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