On iterative algorithms for the polar decomposition of a matrix and the matrix sign function

DOI10.1016/J.AMC.2015.08.004MaRDI QIDQ670807zbMATH OpenOpenAlexFDO

Authors Andrzej Kiełbasiński, Paweł Zieliński, Krystyna Ziȩtak

Publication date 20 March 2019

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2015.08.004

zbMATH Keywords

matrix sign functionnumerical matrix inversionpolar decomposition of a matrixscaled Newton methoddual Padé family of iterationsreciprocal Padé family of iterations

Mathematics Subject Classification ID

Factorization of matrices (15A23)

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Cites work

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• A Family of Rational Iterations and Its Application to the Computation of the Matrix pth Root
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• A New Scaling for Newton's Iteration for the Polar Decomposition and its Backward Stability
• A Padé family of iterations for the matrix sign function and related problems.
• Algorithms for the Polar Decomposition
• Algorithms for the matrix sector function
• An Iterative Algorithm for Computing the Best Estimate of an Orthogonal Matrix
• An optimum iteration for the matrix polar decomposition
• Approximation of matrices and a family of Gander methods for polar decomposition
• Backward stability of iterations for computing the polar decomposition
• Computing the Polar Decomposition—with Applications
• Functions Preserving Matrix Groups and Iterations for the Matrix Square Root
• Functions of Matrices
• Linear model reduction and solution of the algebraic Riccati equation by use of the sign function†
• Matrix sector functions and their applications to systems theory
• Note on ``A new scaling for Newton's iteration for the polar decomposition and its backward stability by R. Byers and H. Xu
• Numerical aspects of computing the Moore-Penrose inverse of full column rank matrices
• Numerical behaviour of Higham's scaled method for polar decomposition
• On K nig's root-finding algorithms*
• On Scaling Newton’s Method for Polar Decomposition and the Matrix Sign Function
• Optimizing Halley's Iteration for Computing the Matrix Polar Decomposition
• Rational Iterative Methods for the Matrix Sign Function
• Regions of convergence of a Padé family of iterations for the matrix sector function and the matrix \(p\)th root
• Stability of Methods for Matrix Inversion
• The Efficient Generation of Random Orthogonal Matrices with an Application to Condition Estimators
• The Padé iterations for the matrix sign function and their reciprocals are optimal
• The dual Padé families of iterations for the matrix \(p\)th root and the matrix \(p\)-sector function
• The matrix sign decomposition and its relation to the polar decomposition
• The minimization of matrix logarithms: on a fundamental property of the unitary polar factor

Cited in

(9)

• The Padé iterations for the matrix sign function and their reciprocals are optimal
• A novel iterative method for polar decomposition and matrix sign function
• Optimizing Halley's Iteration for Computing the Matrix Polar Decomposition
• Several numerical methods for computing unitary polar factor of a matrix
• Computing Fundamental Matrix Decompositions Accurately via the Matrix Sign Function in Two Iterations: The Power of Zolotarev's Functions
• Backward stability of iterations for computing the polar decomposition
• Computing the Polar Decomposition and the Matrix Sign Decomposition in Matrix Groups
• On polar decomposition of tensors with Einstein product and a novel iterative parametric method
• A New Scaling for Newton's Iteration for the Polar Decomposition and its Backward Stability

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