A Schur–Newton Method for the Matrix \lowercase{\boldmathp}th Root and its Inverse

DOI10.1137/050643374MaRDI QIDQ5296015zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Chun-Hua Guo, Nicholas J. Higham

Publication date 31 July 2007

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

Full work available at URL https://doi.org/10.1137/050643374

zbMATH Keywords

algorithmconvergenceeigenvaluesinverse scaling and squaring methodMarkov modelmatrix \(p\)-th rootmatrix logarithmNewton's methodnumerical experimentsnumerical stabilitypreprocessingprincipal \(p\)-th rootSchur decompositiontransition matrix

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Matrix equations and identities (15A24) Stochastic matrices (15B51)

Recommendations

• A General Algorithm to Calculate the Inverse Principal p-th Root of Symmetric Positive Definite Matrices
• A Schur Algorithm for Computing Matrix pth Roots
• On the Computation of the Matrixk-th Root
• Specialized hybrid Newton schemes for matrix \(p\)th roots
• On the computation of a matrix inverse square root
• scientific article; zbMATH DE number 936921
• On the Newton Method for the Matrix Pth Root
• scientific article; zbMATH DE number 3921824
• Inverting a matrix using Newton's method
• An Iterative Method for the Computation of a Matrix Inverse Square Root

Cited in

(43)

• Positive definite solutions of the matrix equation \(X^r - \sum_{i = 1}^m A_i^{\ast} X^{- \delta_i} A_i = I\)
• Monotonicity and positivity of coefficients of power series expansions associated with Newton and Halley methods for the matrix \(p\)th root
• Fast verified computation for the matrix principal pth root
• A numerical method for computing the principal square root of a matrix
• Conditioning of the matrix-matrix exponentiation
• A numerical study of fractional linear algebraic systems
• Rational minimax iterations for computing the matrix pth root
• Generalized fractional algebraic linear system solvers
• Explicit \(p\)-dependent convergence regions of Newton's method for the matrix \(p\)th root
• Solving the discrete Euler-Arnold equations for the generalized rigid body motion
• Computing enclosures for the inverse square root and the sign function of a matrix
• The dual Padé families of iterations for the matrix \(p\)th root and the matrix \(p\)-sector function
• Inversion free algorithms for computing the principal square root of a matrix
• A study of Schröder's method for the matrix \(p\)th root using power series expansions
• Explicit convergence regions of Newton's method and Chebyshev's method for the matrix \(p\)th root
• Algorithms for the matrix \(p\)th root
• Testing matrix function algorithms using identities
• scientific article; zbMATH DE number 5992089 (Why is no real title available?)
• On the Newton Method for the Matrix Pth Root
• Inverting a matrix using Newton's method
• On a new family of high-order iterative methods for the matrix pth root.
• Specialized hybrid Newton schemes for matrix \(p\)th roots
• On the iterative method for the system of nonlinear matrix equations
• Regions of convergence of a Padé family of iterations for the matrix sector function and the matrix \(p\)th root
• A Schur Algorithm for Computing Matrix pth Roots
• Computation of the q-th roots of circulant matrices
• Fast enclosure for a matrix inverse square root
• A General Algorithm to Calculate the Inverse Principal p-th Root of Symmetric Positive Definite Matrices
• A cost-efficient variant of the incremental Newton iteration for the matrix pth root
• On \(p\)th roots of stochastic matrices
• On the convergence of Schröder iteration functions for pth roots of complex numbers
• Computing the Square Root of a Low-Rank Perturbation of the Scaled Identity Matrix
• A binary powering Schur algorithm for computing primary matrix roots
• On a high order algorithm converging to the \(m\)th root of a positive matrix and application for computing the matrix logarithm
• Iteration functions for pth roots of complex numbers
• Cheap and fast iterative matrix inverse in encrypted domain
• Computation of matrix \(p\)th roots using moments
• Exploiting a higher-order scheme for matrix square root and its inverse simultaneously
• Arbitrarily finely divisible stochastic matrices
• Residual methods for the large-scale matrix \(p\)th root and some related problems
• On Newton's method and Halley's method for the principal pth root of a matrix
• The complex step approximation to the Fréchet derivative of a matrix function
• A residual recurrence for Halley's method for the matrix \(p\)th root

Describes a project that uses

Uses Software

• ARPREC
• MPFUN

This page was built for publication: A Schur–Newton Method for the Matrix \lowercase{\boldmathp}th Root and its Inverse

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5296015)