The Padé iterations for the matrix sign function and their reciprocals are optimal

DOI10.1016/J.LAA.2011.04.016zbMATH Open1233.65037arXiv1011.1725OpenAlexW2012813746MaRDI QIDQ649549FDOQ649549

Authors: Federico Greco, Bruno Iannazzo, Federico Poloni 

Publication date: 2 December 2011

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Abstract: It is proved that among the rational iterations locally converging with order s>1 to the sign function, the Pad'e iterations and their reciprocals are the unique rationals with the lowest sum of the degrees of numerator and denominator.

Full work available at URL: https://arxiv.org/abs/1011.1725

Recommendations

• A Padé family of iterations for the matrix sign function and related problems.
• Rational Iterative Methods for the Matrix Sign Function
• A hyperbolic tangent identity and the geometry of Padé sign function iterations
• On iterative algorithms for the polar decomposition of a matrix and the matrix sign function
• A Padé family of iterations for the matrix sector function and the matrix \(p\)th root

zbMATH Keywords

computational efficiencylocal convergenceNewton's methodmatrix functionsHorner's schemeHalley's methodroot-finding algorithmmatrix sign functionNewton-Schulz iterationrational iterationsPadé approximation

Mathematics Subject Classification ID

General theory of numerical methods in complex analysis (potential theory, etc.) (65E05) Zeros of polynomials, rational functions, and other analytic functions of one complex variable (e.g., zeros of functions with bounded Dirichlet integral) (30C15) Padé approximation (41A21) Numerical computation of roots of polynomial equations (65H04)

Cites Work

• Functions of Matrices
• Title not available (Why is that?)
• Title not available (Why is that?)
• A Family of Rational Iterations and Its Application to the Computation of the Matrix pth Root
• Numerical methods for the QCDd overlap operator. I: Sign-function and error bounds
• Stable iterations for the matrix square root
• Matrix functions
• A Padé family of iterations for the matrix sector function and the matrix \(p\)th root
• Rational Iterative Methods for the Matrix Sign Function
• Computation of the matrix sign function using continued fraction expansion
• The matrix sign function
• Palindromic matrix polynomials, matrix functions and integral representations
• A basic family of iteration functions for polynomial root finding and its characterizations
• On K nig's root-finding algorithms*
• The sign matrix and the separation of matrix eigenvalues
• A hyperbolic tangent identity and the geometry of Padé sign function iterations
• Error analysis of Padé iterations for computing matrix invariant subspaces

Cited In (11)

• The dual Padé families of iterations for the matrix \(p\)th root and the matrix \(p\)-sector function
• Construction of stable and globally convergent schemes for the matrix sign function
• The geometric mean of two matrices from a computational viewpoint.
• A fast convergent numerical method for matrix sign function with application in SDEs
• A general approach for improving the Padé iterations for the matrix sign function
• 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
• A Padé family of iterations for the matrix sign function and related problems.
• 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

Uses Software

• mftoolbox

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