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

Andrzej Kiełbasiński, Paweł Zieliński and Krystyna Ziȩtak

Applied Mathematics and Computation, 2015, vol. 270, issue C, 483-495

Abstract: In this paper we consider relations between the principal iterations from the Padé family of Kenney and Laub for computing the matrix sign function and the principal iterations from the reciprocal Padé family of Greco, Iannazzo and Poloni, and the dual Padé family of Ziȩtak. We show global convergence of the principal reciprocal Padé iterations and the principal dual Padé iterations.

Keywords: Polar decomposition of a matrix; Matrix sign function; Dual Padé family of iterations; Reciprocal Padé family of iterations; Scaled Newton method; Numerical matrix inversion (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:270:y:2015:i:c:p:483-495

DOI: 10.1016/j.amc.2015.08.004

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