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

DOI10.1137/22M1471559MaRDI QIDQ5885808zbMATH OpenOpenAlexWikidataFDO

Authors

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

low-rank updateMATLABmatrix \(p\)th rootmatrix iterationmatrix square rootNewton iteration

Mathematics Subject Classification ID

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

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Cites work

• A binary powering Schur algorithm for computing primary matrix roots
• A note on computing the matrix square root
• A Schur Algorithm for Computing Matrix pth Roots
• A Schur logarithmic algorithm for fractional powers of matrices
• A Schur method for the square root of a matrix
• A Schur–Newton Method for the Matrix \lowercase{\boldmathp}th Root and its Inverse
• Approximating the logarithm of a matrix to specified accuracy
• Computation of functions of certain operator matrices
• Computing real square roots of a real matrix
• Computing the Polar Decomposition—with Applications
• Francis’s Algorithm
• Functions of Matrices
• scientific article; zbMATH DE number 6125590 (Why is no real title available?)
• scientific article; zbMATH DE number 6159604 (Why is no real title available?)
• Julia: a fresh approach to numerical computing
• Low-rank updates of matrix functions
• Low-Rank Updates of Matrix Functions II: Rational Krylov Methods
• Multiprecision algorithms for computing the matrix logarithm
• Newton's Method for the Matrix Square Root
• Rational matrix functions and rank-1 updates
• The QR Algorithm Revisited
• The matrix sign function and computations in systems
• Understanding the QR Algorithm

Cited in

(2)

• Square roots of \(3\times 3\) matrices
• On the matrix square root via geometric optimization

Describes a project that uses

Uses Software

• advanpix
• Julia
• mftoolbox
• Matlab
• Lingvo

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