Construction of a convergent scheme for finding matrix sign function
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摘要
In this paper, a new method is constructed for finding matrix sign function. It is proven that it possesses the high convergence order nine with global behavior. Numerical experiments are also provided to support the theoretical discussions.
论文关键词：Matrix sign function,Newton–Schulz iteration,Convergence,Iterative methods
论文评审过程：Received 30 October 2014, Revised 16 January 2015, Accepted 14 March 2015, Available online 9 April 2015.
论文官网地址：https://doi.org/10.1016/j.amc.2015.03.049
