• Title/Summary/Keyword: Newton-Schulz iteration

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NEWTON SCHULZ METHOD FOR SOLVING NONLINEAR MATRIX EQUATION Xp + AXA = Q

  • Kim, Hyun-Min;Kim, Young-jin;Meng, Jie
    • Journal of the Korean Mathematical Society
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    • v.55 no.6
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    • pp.1529-1540
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    • 2018
  • The matrix equation $X^p+A^*XA=Q$ has been studied to find the positive definite solution in several researches. In this paper, we consider fixed-point iteration and Newton's method for finding the matrix p-th root. From these two considerations, we will use the Newton-Schulz algorithm (N.S.A). We will show the residual relation and the local convergence of the fixed-point iteration. The local convergence guarantees the convergence of N.S.A. We also show numerical experiments and easily check that the N.S. algorithm reduce the CPU-time significantly.

THE BINOMIAL METHOD FOR A MATRIX SQUARE ROOT

  • Kim, Yeon-Ji;Seo, Jong-Hyeon;Kim, Hyun-Min
    • East Asian mathematical journal
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    • v.29 no.5
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    • pp.511-519
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    • 2013
  • There are various methods for evaluating a matrix square root, which is a solvent of the quadratic matrix equation $X^2-A=0$. We consider new iterative methods for solving matrix square roots of M-matrices. Particulary we show that the relaxed binomial iteration is more efficient than Newton-Schulz iteration in some cases. And we construct a formula to find relaxation coefficients through statistical experiments.