Rational Minimax Iterations for Computing the Matrix pth Root

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作者
Evan S. Gawlik
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[1] University of Hawaii at Manoa,Department of Mathematics
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Matrix root; Matrix power; Rational approximation; Minimax; Uniform approximation; Matrix iteration; Chebyshev approximation; Padé approximation; Newton iteration; Zolotarev; 65F30; 65F60; 41A20; 49K35;
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摘要
In a previous paper by the author, a family of iterations for computing the matrix square root was constructed by exploiting a recursion obeyed by Zolotarev’s rational minimax approximants of the function z1/2\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$z^{1/2}$$\end{document}. The present paper generalizes this construction by deriving rational minimax iterations for the matrix pth root, where p≥2\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p \ge 2$$\end{document} is an integer. The analysis of these iterations is considerably different from the case p=2\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p=2$$\end{document}, owing to the fact that when p>2\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p>2$$\end{document}, rational minimax approximants of the function z1/p\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$z^{1/p}$$\end{document} do not obey a recursion. Nevertheless, we show that several of the salient features of the Zolotarev iterations for the matrix square root, including equioscillatory error, order of convergence, and stability, carry over to the case p>2\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p>2$$\end{document}. A key role in the analysis is played by the asymptotic behavior of rational minimax approximants on short intervals. Numerical examples are presented to illustrate the predictions of the theory.
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页码:1 / 34
页数:33
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