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

Handle

https://riunet.upv.es/handle/10251/105828

Cita bibliográfica

Cordero Barbero, A.; Soleymani, F.; Torregrosa Sánchez, JR.; Ullah, MZ. (2017). Numerically stable improved Chebyshev-Halley type schemes for matrix sign function. Journal of Computational and Applied Mathematics. 318:189-198. https://doi.org/10.1016/j.cam.2016.10.025

Titulación

Resumen

[EN] 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.

Fuente

Journal of Computational and Applied Mathematics issn: 0377-0427

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