Construction of a convergent scheme for finding matrix sign function

Eman S. Alaidarous and Malik Zaka Ullah

Applied Mathematics and Computation, 2015, vol. 260, issue C, 242-248

Abstract: In this paper, a new method is constructed for finding matrix sign function. It is proven that it possesses the high convergence order nine with global behavior. Numerical experiments are also provided to support the theoretical discussions.

Keywords: Matrix sign function; Newton–Schulz iteration; Convergence; Iterative methods (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:260:y:2015:i:c:p:242-248

DOI: 10.1016/j.amc.2015.03.049

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