Title :
Fixed point iterations for computing square roots and the matrix sign function of complex matrices
Author :
Hasan, Mohammed A. ; Hasan, Ali A. ; Rahman, Syed
Author_Institution :
Dept. of Electr. & Comput. Eng., Minnesota Univ., Duluth, MN, USA
Abstract :
The purpose of this work has been the development of new set of rational iterations for computing square roots and the matrix sign function of complex matrices. Given any positive integer r⩾2, we presented a systematic way of deriving rth order convergent algorithms for matrix square roots, the matrix sign function, invariant subspaces in different half-planes, and the polar decomposition. We have shown, that these iterations are applicable for computing square roots of more general type of matrices than previously reported, such as matrices in which some of its eigenvalues are negative. Also, algorithms for computing square roots and the invariant subspace of a given matrix in any given half-plane are derived
Keywords :
eigenvalues and eigenfunctions; fixed point arithmetic; iterative methods; matrix algebra; complex matrices; convergent algorithms; eigenvalues; fixed point iterations; invariant subspaces; matrix sign function; matrix square roots; polar decomposition; rational iterations; square root computation; Control theory; Educational institutions; Eigenvalues and eigenfunctions; Matrix decomposition; Newton method; Postal services; Process control; Riccati equations; Signal processing; Signal processing algorithms;
Conference_Titel :
Decision and Control, 2000. Proceedings of the 39th IEEE Conference on
Conference_Location :
Sydney, NSW
Print_ISBN :
0-7803-6638-7
DOI :
10.1109/CDC.2001.914567