NANAJul 11, 2018

A study of Schröder's method for the matrix $p$th root using power series expansions

arXiv:1807.042511 citationsh-index: 25
Originality Synthesis-oriented
AI Analysis

It offers theoretical improvements for a specific numerical method in matrix analysis, but the results are incremental and specialized.

This paper studies Schröder's method for computing the principal pth root of a matrix, providing new error estimates, monotonic convergence for M-matrices, and structure preservation for M-matrices and H-matrices.

When $A$ is a matrix with all eigenvalues in the disk $|z-1|<1$, the principal $p$th root of $A$ can be computed by Schröder's method, among many other methods. In this paper we present a further study of Schröder's method for the matrix $p$th root, through an examination of power series expansions of some sequences of scalar functions. Specifically, we obtain a new and informative error estimate for the matrix sequence generated by the Schröder's method, a monotonic convergence result when $A$ is a nonsingular $M$-matrix, and a structure preserving result when $A$ is a nonsingular $M$-matrix or a real nonsingular $H$-matrix with positive diagonal entries.

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