The Matrix Sign Function Method and the Computation of Invariant Subspaces

DOI10.1137/S0895479894277454MaRDI QIDQ4339127zbMATH OpenFDO

Authors Ralph Byers, Chunyang He, Volker Mehrmann

Publication date 5 June 1997

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S0895479894277454

zbMATH Keywords

invariant subspacesmatrix sign functionNewton iterationnumerical examplesstability

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

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Cited in

(27)

• Error analysis of Padé iterations for computing matrix invariant subspaces
• Convex invertible cones of matrices -- a unified framework for the equations of Sylvester, Lyapunov and Riccati
• A generalized Steffensen's method for matrix sign function
• A globally convergent variant of mid-point method for finding the matrix sign
• Constructing a high-order globally convergent iterative method for calculating the matrix sign function
• Approximating the matrix sign function using a novel iterative method
• A structure-preserving doubling algorithm for continuous-time algebraic Riccati equations
• Convex invertible sets and matrix sign function
• A fourth-order method for computing the sign function of a matrix with application in the Yang-Baxter-like matrix equation
• Minimizing the Cayley transform of an orthogonal matrix by multiplying by signature matrices
• An arithmetic for matrix pencils: theory and new algorithms
• Factorized solution of the Lyapunov equation by using the hierarchical matrix arithmetic
• scientific article; zbMATH DE number 4165091 (Why is no real title available?)
• A structured matrix approach to efficient calculation of LQG repetitive learning controllers in the lifted setting
• scientific article; zbMATH DE number 3963088 (Why is no real title available?)
• Numerical Considerations in Computing Invariant Subspaces
• Using the Matrix Sign Function to Compute Invariant Subspaces
• The Generalized Newton Iteration forthe Matrix Sign Function
• A Padé family of iterations for the matrix sign function and related problems.
• A smooth version of Sylvester's law of inertia and its numerical realization
• The Complexity of Diagonalization
• Pseudospectral shattering, the sign function, and diagonalization in nearly matrix multiplication time
• Iterative and doubling algorithms for Riccati‐type matrix equations: A comparative introduction
• On a modified block Arnoldi method for solving low-rank Sylvester equations
• Factorized solution of Lyapunov equations based on hierarchical matrix arithmetic
• Ralph Byers 1955--2007
• Approximate iterations for structured matrices

Describes a project that uses

Uses Software

• LAPACK

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