Numerically stable improved Chebyshev-Halley type schemes for matrix sign function

DOI10.1016/J.CAM.2016.10.025zbMATH Open1357.65047OpenAlexW2555207741MaRDI QIDQ507873FDOQ507873

Authors: Yong-Cai Geng, Sumit K. Garg 

Publication date: 9 February 2017

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2016.10.025

Recommendations

• Some matrix iterations for computing matrix sign function
• A family of high order iterations for calculating the sign of a matrix
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• scientific article; zbMATH DE number 3963088

zbMATH Keywords

convergenceeigenvaluesstabilityiterative methodsnumerical experimentmatrix sign functionChebyshev-Halley family

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Sign pattern matrices (15B35) Numerical computation of matrix exponential and similar matrix functions (65F60)

Cites Work

• Functions of Matrices
• Title not available (Why is that?)
• On Deriving the Inverse of a Sum of Matrices
• An Introduction to Programming with Mathematica®
• A family of Chebyshev-Halley type methods in Banach spaces
• Linear model reduction and solution of the algebraic Riccati equation by use of the sign function†
• The Mathematica GuideBook for Numerics
• Solving stable generalized Lyapunov equations with the matrix sign function
• A multi-parameter family of three-step eighth-order iterative methods locating a simple root
• Matrix sector functions and their applications to systems theory
• A Padé family of iterations for the matrix sign function and related problems.
• Rational Iterative Methods for the Matrix Sign Function
• The matrix sign function
• Matrix sign function in the problems of analysis and design of the linear systems
• Computation of the structured stability radius via matrix sign function
• The matrix sign decomposition and its relation to the polar decomposition
• Approximating the matrix sign function using a novel iterative method
• A novel iterative method for polar decomposition and matrix sign function
• The matrix sign function for solving surface wave problems in homogeneous and laterally periodic elastic half-spaces
• Several numerical methods for computing unitary polar factor of a matrix
• The sign matrix and the separation of matrix eigenvalues
• A fast convergent numerical method for matrix sign function with application in SDEs
• Efficient algorithms for generalized algebraic Bernoulli equations based on the matrix sign function
• The Padé iterations for the matrix sign function and their reciprocals are optimal

Cited In (13)

• A family of Newton-type iterative methods using some special self-accelerating parameters
• Construction of stable and globally convergent schemes for the matrix sign function
• An efficient iterative method for matrix sign function with application in stability analysis of control systems using spectrum splitting
• Numerically stable iterative methods for computing matrix sign function
• Behind Jarratt's steps: is Jarratt's scheme the best version of itself?
• A general approach for improving the Padé iterations for the matrix sign function
• New iterative methods for finding matrix sign function: derivation and application
• Some matrix iterations for computing matrix sign function
• Title not available (Why is that?)
• A family of high order iterations for calculating the sign of a matrix
• Extraction of deflating subspaces using disk function of a matrix pencil via matrix sign function with application in generalized eigenvalue problem
• Efficient homomorphic comparison methods with optimal complexity
• Constructing a high-order globally convergent iterative method for calculating the matrix sign function

Uses Software

• Mathematica
• mftoolbox

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