Rational Minimax Iterations for Computing the Matrix pth Root

Rational Minimax Iterations for Computing the Matrix pth Root
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用于计算矩阵 p 根的有理极小极大迭代

DOI:
10.1007/s00365-020-09504-3
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发表时间:
2021
影响因子:
2.7
通讯作者:
Gawlik, Evan S.
Gawlik, Evan S.
中科院分区:
数学2区
文献类型:
--
作者:
Gawlik, Evan S.

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在作者之前的一篇文章中,利用函数的Zolotarev的有理极大极小逼近所服从的递归构造了计算矩阵平方根的迭代族。本文通过推导矩阵的整数根的有理极大极小迭代,推广了这一构造。对这些迭代的分析与实际情况有很大不同,因为当函数的有理极大极小近似值不服从递归。然而,我们证明了矩阵平方根的Zolotarev迭代的几个显著特征,包括等振荡误差,收敛阶和稳定性,延续到这种情况。合理极大极小逼近在短区间上的渐近性在分析中起着关键作用。给出了数值算例来说明该理论的预测。
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. The present paper generalizes this construction by deriving rational minimax iterations for the matrixpth root, whereis an integer. The analysis of these iterations is considerably different from the case, owing to the fact that when, rational minimax approximants of the functiondo 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. 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.
DOI: 10.2307/3612294
发表时间: 1960-10
期刊: The Mathematical Gazette
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