A sixth-order iterative method for approximating the polar decomposition of an arbitrary matrix*

被引:5
作者
Cordero, Alicia [1 ]
Torregrosa, Juan R. [1 ]
机构
[1] Univ Politecn Valencia, Inst Univ Matemat Multidisciplinar, Valencia, Spain
关键词
Polar decomposition; Singular value decomposition; Matrix iteration; Unitary factor; Hermitian matrix; Iterative method;
D O I
10.1016/j.cam.2015.12.006
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
A new iterative method for computing the polar decomposition of any rectangular complex matrix is presented and analyzed. The study of the convergence shows that this method has order of convergence six. Some numerical tests confirm the theoretical results and allow us to compare the proposed iterative scheme with other known ones. (C) 2015 Elsevier B.V. All rights reserved.
引用
收藏
页码:591 / 598
页数:8
相关论文
共 13 条
[1]  
Autonne L., 1902, B SOC MATH FR, V30, P121, DOI [10.24033/bsmf.665, DOI 10.24033/BSMF.665]
[2]   Drawing Dynamical and Parameters Planes of Iterative Families and Methods [J].
Chicharro, Francisco I. ;
Cordero, Alicia ;
Torregrosa, Juan R. .
SCIENTIFIC WORLD JOURNAL, 2013,
[3]   Variants of Newton's Method using fifth-order quadrature formulas [J].
Cordero, A. ;
Torregrosa, Juan R. .
APPLIED MATHEMATICS AND COMPUTATION, 2007, 190 (01) :686-698
[4]   The iterative methods for computing the polar decomposition of rank-deficient matrix [J].
Du, K .
APPLIED MATHEMATICS AND COMPUTATION, 2005, 162 (01) :95-102
[5]   ALGORITHMS FOR THE POLAR DECOMPOSITION [J].
GANDER, W .
SIAM JOURNAL ON SCIENTIFIC AND STATISTICAL COMPUTING, 1990, 11 (06) :1102-1115
[6]   THE MATRIX SIGN DECOMPOSITION AND ITS RELATION TO THE POLAR DECOMPOSITION [J].
HIGHAM, NJ .
LINEAR ALGEBRA AND ITS APPLICATIONS, 1994, 212 :3-20
[7]   COMPUTING THE POLAR DECOMPOSITION - WITH APPLICATIONS [J].
HIGHAM, NJ .
SIAM JOURNAL ON SCIENTIFIC AND STATISTICAL COMPUTING, 1986, 7 (04) :1160-1174
[8]  
Horn R.A., 1986, Matrix Analysis
[9]   A FAMILY OF RATIONAL ITERATIONS AND ITS APPLICATION TO THE COMPUTATION OF THE MATRIX pTH ROOT [J].
Iannazzo, Bruno .
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS, 2008, 30 (04) :1445-1462
[10]   ON SCALING NEWTON METHOD FOR POLAR DECOMPOSITION AND THE MATRIX SIGN FUNCTION [J].
KENNEY, C ;
LAUB, AJ .
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS, 1992, 13 (03) :688-706