Algorithms for the matrix pth root
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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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- Algorithms for the matrix pth root
Volume 39, Issue 4 , pp 349-378
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- matrix pth root
- matrix sign function
- Wiener–Hopf factorization
- Newton’s method
- Graeffe iteration
- cyclic reduction
- Laurent polynomial
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