Rational Iterative Methods for the Matrix Sign Function

DOI10.1137/0612020zbMATH Open0725.65048OpenAlexW2015001720MaRDI QIDQ5203576FDOQ5203576

Authors: Charles S. Kenney, Alan J. Laub 

Publication date: 1991

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

Full work available at URL: https://semanticscholar.org/paper/ec3ef8a358144076cd67fd0cd47d5b26cde29206

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zbMATH Keywords

rate of convergenceRiccati equationmatrix sign functionregions of convergencePadé approximationrational iterative methodsrational recursions

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Matrix equations and identities (15A24)

Cited In (49)

• An efficient iterative method for matrix sign function with application in stability analysis of control systems using spectrum splitting
• Extraction of deflating subspaces using disk function of a matrix pencil via matrix sign function with application in generalized eigenvalue problem
• A numerical method for computing the principal square root of a matrix
• Computation of the structured stability radius via matrix sign function
• The matrix sign decomposition and its relation to the polar decomposition
• The Padé iterations for the matrix sign function and their reciprocals are optimal
• On a class of two-dimensional incomplete Riemann solvers
• The dual Padé families of iterations for the matrix \(p\)th root and the matrix \(p\)-sector function
• Finite-Dimensional Indefinite Inner Product Spaces and Applications in Numerical Analysis
• A novel iterative method for polar decomposition and matrix sign function
• Approximating the matrix sign function using a novel iterative method
• Construction of stable and globally convergent schemes for the matrix sign function
• Several numerical methods for computing unitary polar factor of a matrix
• Fast random field generation with \(H\)-matrices
• Generalized fractional algebraic linear system solvers
• A fourth-order method for computing the sign function of a matrix with application in the Yang-Baxter-like matrix equation
• Numerically stable iterative methods for computing matrix sign function
• Implicit purification for temperature-dependent density matrices
• A fast convergent numerical method for matrix sign function with application in SDEs
• A Padé family of iterations for the matrix sign function and related problems
• A hyperbolic tangent identity and the geometry of Padé sign function iterations
• Parallel solution of Riccati matrix equations with the matrix sign function
• Computing Fundamental Matrix Decompositions Accurately via the Matrix Sign Function in Two Iterations: The Power of Zolotarev's Functions
• A local convergence theorem for the super-Halley method in a Banach space
• An algorithm for computing geometric mean of two Hermitian positive definite matrices via matrix sign
• A generalized Steffensen's method for matrix sign function
• Construction of a convergent scheme for finding matrix sign function
• Analysis of numerical methods for spectral fractional elliptic equations based on the best uniform rational approximation
• An iterative method for solving the stable subspace of a matrix pencil and its application
• Parallel algorithms for algebraic Riccati equations
• Stable and Efficient Computation of Generalized Polar Decompositions
• 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
• Regions of convergence of a Padé family of iterations for the matrix sector function and the matrix \(p\)th root
• An iterative method to compute the sign function of a non-Hermitian matrix and its application to the overlap Dirac operator at nonzero chemical potential
• A parallel algorithm for principal \(n\)th roots of matrices
• A Padé family of iterations for the matrix sector function and the matrix \(p\)th root
• A Structure-Preserving Divide-and-Conquer Method for Pseudosymmetric Matrices
• Solving stable Sylvester equations via rational iterative schemes
• A third-order Newton-type method for finding polar decomposition
• A numerical study of fractional linear algebraic systems
• Spectral division methods for block generalized Schur decompositions
• Numerically stable improved Chebyshev-Halley type schemes for matrix sign function
• Error analysis of Padé iterations for computing matrix invariant subspaces
• On iterative algorithms for the polar decomposition of a matrix and the matrix sign function
• Iterative Computation of the Fréchet Derivative of the Polar Decomposition
• 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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