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

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

卷:318

Article

Cordero, Alicia¹  Soleymani, F.²  Torregrosa, Juan R.¹  Ullah, M. Zaka³ 

[1] Univ Politecn Valencia, Inst Matemat Multidisciplinar, Camino Vera S-N, E-46022 Valencia, Spain

[2] Inst Adv Studies Basic Sci, Dept Math, POB 45195-1159, Zanjan, Iran

[3] King Abdulaziz Univ, Dept Math, Jeddah 21589, Saudi Arabia

关键词: Matrix sign function;    Stability;    Iterative methods;    Chebyshev Halley family;    Eigenvalues;   

DOI  :  10.1016/j.cam.2016.10.025

来源: Elsevier

【 摘 要 】

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. (C) 2016 Elsevier B.V. All rights reserved.

【 授权许可】

Free