A General Algorithm to Calculate the Inverse Principal p-th Root of Symmetric Positive Definite Matrices

DOI10.4208/CICP.OA-2018-0053arXiv1703.02456MaRDI QIDQ6284017FDOQ6284017

Authors: Dorothee Richters, Michael Lass, Andrea Walther, Christian Plessl, Thomas Kühne 

Publication date: 4 March 2017

Abstract: We address the general mathematical problem of computing the inverse $p$-th root of a given matrix in an efficient way. A new method to construct iteration functions that allow calculating arbitrary $p$-th roots and their inverses of symmetric positive definite matrices is presented. We show that the order of convergence is at least quadratic and that adaptively adjusting a parameter $q$ always leads to an even faster convergence. In this way, a better performance than with previously known iteration schemes is achieved. The efficiency of the iterative functions is demonstrated for various matrices with different densities, condition numbers and spectral radii.

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical methods for eigenvalue problems for boundary value problems involving PDEs (65N25) Orthogonalization in numerical linear algebra (65F25) Numerical computation of matrix exponential and similar matrix functions (65F60)

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