A Recursive Blocked Schur Algorithm for Computing the Matrix Square Root
نویسندگان
چکیده
The Schur method for computing a matrix square root reduces the matrix to the Schur triangular form and then computes a square root of the triangular matrix. We show that by using a recursive blocking technique the computation of the square root of the triangular matrix can be made rich in matrix multiplication. Numerical experiments making appropriate use of level 3 BLAS show significant speedups over the point algorithm, both in the square root phase and in the algorithm as a whole. The excellent numerical stability of the point algorithm is shown to be preserved by recursive blocking. These results are extended to the real Schur method. Recursive blocking is also shown to be effective for multiplying triangular matrices.
منابع مشابه
Blocked Schur Algorithms for Computing the Matrix Square Root
The Schur method for computing a matrix square root reduces the matrix to the Schur triangular form and then computes a square root of the triangular matrix. We show that by using either standard blocking or recursive blocking the computation of the square root of the triangular matrix can be made rich in matrix multiplication. Numerical experiments making appropriate use of level 3 BLAS show s...
متن کاملComputing the Matrix Geometric Mean of Two HPD Matrices: A Stable Iterative Method
A new iteration scheme for computing the sign of a matrix which has no pure imaginary eigenvalues is presented. Then, by applying a well-known identity in matrix functions theory, an algorithm for computing the geometric mean of two Hermitian positive definite matrices is constructed. Moreover, another efficient algorithm for this purpose is derived free from the computation of principal matrix...
متن کاملA Schur Algorithm for Computing Matrix pth Roots
Any nonsingular matrix has pth roots. One way to compute matrix pth roots is via a specialized version of Newton’s method, but this iteration has poor convergence and stability properties in general. A Schur algorithm for computing a matrix pth root that generalizes methods of Björck and Hammarling [Linear Algebra Appl., 52/53 (1983), pp. 127–140] and Higham [Linear Algebra Appl., 88/89 (1987),...
متن کاملA STABLE COUPLED NEWTON'S ITERATION FOR THE MATRIX INVERSE $P$-TH ROOT
The computation of the inverse roots of matrices arises in evaluating non-symmetriceigenvalue problems, solving nonlinear matrix equations, computing some matrixfunctions, control theory and several other areas of applications. It is possible toapproximate the matrix inverse pth roots by exploiting a specialized version of New-ton's method, but previous researchers have mentioned that some iter...
متن کاملApproximating the Logarithm of a Matrix to Specified Accuracy
The standard inverse scaling and squaring algorithm for computing the matrix logarithm begins by transforming the matrix to Schur triangular form in order to facilitate subsequent matrix square root and Padé approximation computations. A transformation-free form of this method that exploits incomplete Denman–Beavers square root iterations and aims for a specified accuracy (ignoring roundoff) is...
متن کامل