Computing the Square Root of a Low-Rank Perturbation of the Scaled Identity Matrix

DOI10.1137/22M1471559OpenAlexW4321782957WikidataQ128147857 ScholiaQ128147857MaRDI QIDQ5885808

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Publication date: 30 March 2023

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

Full work available at URL: https://doi.org/10.1137/22m1471559

zbMATH Keywords

Newton iterationMATLABmatrix square rootmatrix iterationmatrix \(p\)th rootlow-rank update

Mathematics Subject Classification ID

Matrix exponential and similar functions of matrices (15A16) Numerical computation of matrix exponential and similar matrix functions (65F60)

Uses Software

• Matlab
• advanpix
• Julia
• mftoolbox
• Lingvo

Cites Work

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• A Schur Algorithm for Computing Matrix pth Roots
• Newton's Method for the Matrix Square Root
• Low-Rank Updates of Matrix Functions II: Rational Krylov Methods
• A Schur–Newton Method for the Matrix \lowercase{\boldmathp}th Root and its Inverse
• Multiprecision Algorithms for Computing the Matrix Logarithm
• Low-Rank Updates of Matrix Functions
• The QR Algorithm Revisited
• Functions of Matrices
• A binary powering Schur algorithm for computing primary matrix roots

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