Algorithms for the matrix pth root

被引:0
|
作者
Dario A. Bini
Nicholas J. Higham
Beatrice Meini
机构
[1] Università di Pisa,Dipartimento di Matematica
[2] University of Manchester,Department of Mathematics
来源
Numerical Algorithms | 2005年 / 39卷
关键词
matrix ; th root; matrix sign function; Wiener–Hopf factorization; Newton’s method; Graeffe iteration; cyclic reduction; Laurent polynomial;
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摘要
New theoretical results are presented about the principal matrix pth root. In particular, we show that the pth root is related to the matrix sign function and to the Wiener–Hopf factorization, and that it can be expressed as an integral over the unit circle. These results are used in the design and analysis of several new algorithms for the numerical computation of the pth root. We also analyze the convergence and numerical stability properties of Newton’s method for the inverse pth root. Preliminary computational experiments are presented to compare the methods.
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页码:349 / 378
页数:29
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