Exploiting a higher-order scheme for matrix square root and its inverse simultaneously

被引:0
作者
Ullah, Malik Zaka [1 ]
Alaslani, Sultan Muaysh [1 ]
机构
[1] King Abdulaziz Univ, Dept Math, Math Modeling & Appl Computat MMAC Res Grp, Jeddah 21589, Saudi Arabia
关键词
inverse; iteration method; Matrix square root; order of convergence; stability; NEWTON METHOD; PTH ROOT;
D O I
10.1002/mma.8788
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this work, an investigation on an iterative scheme to calculate the matrix square root and its inversion simultaneously is performed and further discussed via the concept of matrix sign function. Convergence properties are discussed under some conditions on the choice of the initial matrix as well as the input matrix A$$ A $$. It is then attempted to propose an iterative method possessing higher convergence order, which is also stable. Extension of the proposed scheme to the p$$ p $$th root of a matrix is also given. Ultimately, several tests including an application of the proposed iterative method to solve matrix differential equations are brought forward.
引用
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页数:11
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