메뉴 건너뛰기




Volumn 30, Issue 2, 2008, Pages 822-843

A new scaling for Newton's iteration for the polar decomposition and its backward stability

Author keywords

Matrix sign function; Newton's method; Numerical stability; Polar decomposition; Scaling; Singular value decomposition (SVD)

Indexed keywords

MATRIX SIGN FUNCTION; NEWTON'S METHOD; NUMERICAL STABILITY; POLAR DECOMPOSITION; SCALING; SINGULAR VALUE DECOMPOSITION (SVD);

EID: 67649206981     PISSN: 08954798     EISSN: 10957162     Source Type: Journal    
DOI: 10.1137/070699895     Document Type: Article
Times cited : (48)

References (23)
  • 1
    • 67649175542 scopus 로고    scopus 로고
    • Z. BAI and J. DEMMEL, Design of a parallel nonsymmetric eigenroutine toolbox, Part I. in Proceedings of the Sixth SIAM Conference on Parallel Processing for Scientific Computing, R. F. Sincovec et al., eds., SIAM, Philadelphia, 1993, pp. 391-398. Also available as Computer Science Report CSD-92-718, University of California, Berkeley, CA 1992.
    • Z. BAI and J. DEMMEL, Design of a parallel nonsymmetric eigenroutine toolbox, Part I. in Proceedings of the Sixth SIAM Conference on Parallel Processing for Scientific Computing, R. F. Sincovec et al., eds., SIAM, Philadelphia, 1993, pp. 391-398. Also available as Computer Science Report CSD-92-718, University of California, Berkeley, CA 1992.
  • 2
    • 0038953681 scopus 로고
    • II, Technical report Department of Mathematics Research Report 95-11, University of Kentucky, Lexington, KY
    • Z. BAI and J. DEMMEL, Design of a Parallel Nonsymmetric Eigenroutine Toolbox, Part II, Technical report Department of Mathematics Research Report 95-11, University of Kentucky, Lexington, KY, 1995.
    • (1995) Design of a Parallel Nonsymmetric Eigenroutine Toolbox, Part
    • BAI, Z.1    DEMMEL, J.2
  • 3
    • 0019241416 scopus 로고
    • Accelerated convergence of the matrix sign function method of solving Lyapunov, Riccati and other matrix equations
    • L. A. BALZER, Accelerated convergence of the matrix sign function method of solving Lyapunov, Riccati and other matrix equations, Internat. J. Control, 32 (1980), pp. 1057-1078.
    • (1980) Internat. J. Control , vol.32 , pp. 1057-1078
    • BALZER, L.A.1
  • 4
    • 38249038136 scopus 로고
    • Solving the algebraic Riccati equation with the matrix sign function
    • R. BYERS, Solving the algebraic Riccati equation with the matrix sign function, Linear Algebra Appl., 85 (1987), pp. 267-279.
    • (1987) Linear Algebra Appl , vol.85 , pp. 267-279
    • BYERS, R.1
  • 5
    • 0006354251 scopus 로고    scopus 로고
    • An optimum iteration for the matrix polar decomposition
    • electronic
    • A. A. DUBRULLE, An optimum iteration for the matrix polar decomposition, Electron. Trans. Numer. Anal., 8 (1999), pp. 21-25 (electronic).
    • (1999) Electron. Trans. Numer. Anal , vol.8 , pp. 21-25
    • DUBRULLE, A.A.1
  • 6
    • 0004965031 scopus 로고
    • Algorithms for the polar decomposition
    • W. GANDER, Algorithms for the polar decomposition, SIAM J. Sci. Statist. Comput., 11 (1990), pp. 1102-1115.
    • (1990) SIAM J. Sci. Statist. Comput , vol.11 , pp. 1102-1115
    • GANDER, W.1
  • 8
    • 0001692403 scopus 로고
    • Computing the polar decomposition-with applications
    • N. J. HIGHAM, Computing the polar decomposition-with applications, SIAM J. Sci. Statist. Comput., 7 (1986), pp. 1160-1174.
    • (1986) SIAM J. Sci. Statist. Comput , vol.7 , pp. 1160-1174
    • HIGHAM, N.J.1
  • 9
    • 0000379660 scopus 로고
    • Computing a nearest symmetric positive semidefinite matrix
    • N. J. HIGHAM, Computing a nearest symmetric positive semidefinite matrix, Linear Algebra Appl., 103 (1988), pp. 103-118.
    • (1988) Linear Algebra Appl , vol.103 , pp. 103-118
    • HIGHAM, N.J.1
  • 12
    • 67649178885 scopus 로고
    • Parallel Singular Value Decomposition via the Polar Decomposition
    • Department of Mathematics, University of Manchester, Manchester, England
    • N. J. HIGHAM and P. PAPADIMITRIOU, Parallel Singular Value Decomposition via the Polar Decomposition, Technical report Numerical Analysis Report 239, Department of Mathematics, University of Manchester, Manchester, England, 1993.
    • (1993) Technical report Numerical Analysis Report , vol.239
    • HIGHAM, N.J.1    PAPADIMITRIOU, P.2
  • 13
    • 0028480593 scopus 로고
    • A parallel algorithm for computing the polar decomposition
    • N. J. HIGHAM and P. PAPADIMITRIOU, A parallel algorithm for computing the polar decomposition, Parallel Comput., 20 (1994), pp. 1161-1173.
    • (1994) Parallel Comput , vol.20 , pp. 1161-1173
    • HIGHAM, N.J.1    PAPADIMITRIOU, P.2
  • 14
    • 0001675844 scopus 로고
    • Fast polar decomposition of an arbitrary matrix
    • N. J. HIGHAM and R. S. SCHREIBER, Fast polar decomposition of an arbitrary matrix, SIAM J. Sci. Statist. Comput., 11 (1990), pp. 648-655.
    • (1990) SIAM J. Sci. Statist. Comput , vol.11 , pp. 648-655
    • HIGHAM, N.J.1    SCHREIBER, R.S.2
  • 15
    • 67649161720 scopus 로고    scopus 로고
    • R. A. HORN and C. R. JOHNSON, Matrix Analysis, Cambridge University Press, Cambridge, 1990, corrected reprint of the 1985 original.
    • R. A. HORN and C. R. JOHNSON, Matrix Analysis, Cambridge University Press, Cambridge, 1990, corrected reprint of the 1985 original.
  • 16
    • 0000204992 scopus 로고
    • On scaling Newton's method for polar decomposition and the matrix sign function
    • C. S. KENNEY and A. J. LAUB, On scaling Newton's method for polar decomposition and the matrix sign function, SIAM J. Matrix Anal. Appl., 13 (1992), pp. 688-706.
    • (1992) SIAM J. Matrix Anal. Appl , vol.13 , pp. 688-706
    • KENNEY, C.S.1    LAUB, A.J.2
  • 18
    • 0345832252 scopus 로고    scopus 로고
    • Numerical behavior of Higham's scaled method for polar decomposition
    • A. KIELBASIŃSKI and K. ZIȨTAK, Numerical behavior of Higham's scaled method for polar decomposition, Numer. Algorithms, 32 (2003), pp. 105-140.
    • (2003) Numer. Algorithms , vol.32 , pp. 105-140
    • KIELBASIŃSKI, A.1    ZIȨTAK, K.2
  • 20
    • 21844485894 scopus 로고
    • New perturbation bounds for the unitary polar factor
    • R.-C. LI, New perturbation bounds for the unitary polar factor, SIAM J. Matrix Anal. Appl., 16 (1995), pp. 327-332.
    • (1995) SIAM J. Matrix Anal. Appl , vol.16 , pp. 327-332
    • LI, R.-C.1
  • 21
    • 21144472602 scopus 로고
    • Perturbation bounds for the polar decomposition
    • R. MATHIAS, Perturbation bounds for the polar decomposition, SIAM J. Matrix Anal. Appl., 14 (1993), pp. 588-597.
    • (1993) SIAM J. Matrix Anal. Appl , vol.14 , pp. 588-597
    • MATHIAS, R.1
  • 22
    • 0019069037 scopus 로고    scopus 로고
    • J. D. ROBERTS, Linear model reduction and solution of the algebraic Riccati equation by use of the sign function, Internat. J. Control, 32 (1980), pp. 677-687. (Reprint of Technical report TR-13, CUED/B-Control, Cambridge University, Engineering Department, Cambridge, 1971).
    • J. D. ROBERTS, Linear model reduction and solution of the algebraic Riccati equation by use of the sign function, Internat. J. Control, 32 (1980), pp. 677-687. (Reprint of Technical report TR-13, CUED/B-Control, Cambridge University, Engineering Department, Cambridge, 1971).


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.