A sixth-order iterative method for approximating the polar decomposition of an arbitrary matrix

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摘要

A new iterative method for computing the polar decomposition of any rectangular complex matrix is presented and analyzed. The study of the convergence shows that this method has order of convergence six. Some numerical tests confirm the theoretical results and allow us to compare the proposed iterative scheme with other known ones.

论文关键词：65F25,65F30,Polar decomposition,Singular value decomposition,Matrix iteration,Unitary factor,Hermitian matrix,Iterative method

论文评审过程：Received 21 July 2015, Revised 13 November 2015, Available online 12 December 2015, Version of Record 27 January 2017.

论文官网地址：https://doi.org/10.1016/j.cam.2015.12.006