A note on computing the matrix square root

Calcolo

Volumn 40, Issue 4, 2003, Pages 273-283

  Iannazzo, B ^a  

^a UNIVERSITY OF PISA   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

MATRIX ALGEBRA;

A-STABILITY; CYCLIC REDUCTION; MATRIX SQUARE ROOTS; NEWTON'S ITERATION; SCALINGS; SLOW CONVERGENCES; STABILITY ANALYZE;

ITERATIVE METHODS;

EID: 1642559563     PISSN: 00080624     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10092-003-0079-9     Document Type: Article

References (8)

1. Bini, D.A., Iannazzo, B.: A cyclic reduction method for solving algebraic Riccati equations. Submitted for publication, 2003
2. Byers, R.: Solving the algebraic Riccati equation with the matrix sign function. Linear Algebra Appl. 85, 267-279 (1987)
3. Denman, E., Beavers, N.: The matrix sign function and computations in systems. Appl. Math. Comput. 2, 63-94 (1976)
4. Higham, N.: Newton's method for the matrix square root. Math. Comp. 46, 537-549 (1986)
5. Higham, N.: Computing real square roots of a real matrix, Linear Algebra Appl. 88/89, 405-430 (1987)
6. Higham, N.: Stable iterations for the matrix square root. Numer. Algorithms 15, 227-242 (1997)
7. Kenney, C., Laub, A.: On scaling Newton's method for polar decomposition and the matrix sign function. SIAM J. Matrix Anal. Appl. 13, 688-706 (1992)
8. Meini, B.: The matrix square root from a new functional perspective: theoretical results and computational issues. Technical Report 1455. Pisa: Dipartimento di Matematica, Università di Pisa 2003