Sign in
Back
Numerically stable improved Chebyshev–Halley type schemes for matrix sign function
Journal article   Open access  Peer reviewed

Numerically stable improved Chebyshev–Halley type schemes for matrix sign function

Alicia Cordero, F. Soleymani, Juan R. Torregrosa and M. Zaka Ullah
Journal of computational and applied mathematics, Vol.318, pp.189-198
01/07/2017
DOI: https://doi.org/10.1016/j.cam.2016.10.025

Abstract

Chebyshev–Halley family Eigenvalues Iterative methods Matrix sign function Stability
A general family of iterative methods including a free parameter is derived and proved to be convergent for computing matrix sign function under some restrictions on the parameter. Several special cases including global convergence behavior are dealt with. It is analytically shown that they are asymptotically stable. A variety of numerical experiments for matrices with different sizes is considered to show the effectiveness of the proposed members of the family.
url
https://doi.org/10.1016/j.cam.2016.10.025View
Published (Version of record) Open

Metrics

1 Record Views

Details