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

DOI10.1016/J.LAA.2011.04.016MaRDI QIDQ649549zbMATHOpenAlexFDO

Authors Federico Greco, Bruno Iannazzo, Federico Poloni

Publication date 2 December 2011

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

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

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)

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.

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• 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

Cites work

• scientific article; zbMATH DE number 1821102 (Why is no real title available?)
• scientific article; zbMATH DE number 822685 (Why is no real title available?)
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Cited in

(11)

• Construction of stable and globally convergent schemes for the matrix sign function
• Error analysis of Padé iterations for computing matrix invariant subspaces
• The dual Padé families of iterations for the matrix \(p\)th root and the matrix \(p\)-sector function
• A Padé family of iterations for the matrix sign function and related problems.
• On iterative algorithms for the polar decomposition of a matrix and the matrix sign function
• Some matrix iterations for computing matrix sign function
• The geometric mean of two matrices from a computational viewpoint.
• Numerically stable improved Chebyshev-Halley type schemes for matrix sign function
• A fast convergent numerical method for matrix sign function with application in SDEs
• Regions of convergence of a Padé family of iterations for the matrix sector function and the matrix \(p\)th root
• A general approach for improving the Padé iterations for the matrix sign function

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