A generalized Steffensen’s method for matrix sign function

F. Khaksar Haghani

Applied Mathematics and Computation, 2015, vol. 260, issue C, 249-256

Abstract: A direct generalized Steffensen’s method is proposed for solving the quadratic matrix equation F(X) ≔ X2 − I = 0. In this way, when the matrix A is nonsingular, we derive a new numerical scheme for finding matrix sign function. The local and global convergence of the proposed generalization is brought up via the concept of basins of attraction. We also report some numerical results of the proposed method, which show its applicability.

Keywords: Iterative method; Steffensen; Matrix sign function; Basins of attraction (search for similar items in EconPapers)
Date: 2015
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0096300315003653
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:260:y:2015:i:c:p:249-256

DOI: 10.1016/j.amc.2015.03.051

Access Statistics for this article

Applied Mathematics and Computation is currently edited by Theodore Simos

More articles in Applied Mathematics and Computation from Elsevier
Bibliographic data for series maintained by Catherine Liu ().