Abstract and Applied Analysis

A Numerical Method for Computing the Principal Square Root of a Matrix

F. Soleymani, S. Shateyi, and F. Khaksar Haghani

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Abstract

It is shown how the mid-point iterative method with cubical rate of convergence can be applied for finding the principal matrix square root. Using an identity between matrix sign function and matrix square root, we construct a variant of mid-point method which is asymptotically stable in the neighborhood of the solution. Finally, application of the presented approach is illustrated in solving a matrix differential equation.

Article information

Source
Abstr. Appl. Anal., Volume 2014, Special Issue (2014), Article ID 525087, 7 pages.

Dates
First available in Project Euclid: 6 October 2014

Permanent link to this document
https://projecteuclid.org/euclid.aaa/1412606413

Digital Object Identifier
doi:10.1155/2014/525087

Mathematical Reviews number (MathSciNet)
MR3256251

Zentralblatt MATH identifier
07022554

Citation

Soleymani, F.; Shateyi, S.; Khaksar Haghani, F. A Numerical Method for Computing the Principal Square Root of a Matrix. Abstr. Appl. Anal. 2014, Special Issue (2014), Article ID 525087, 7 pages. doi:10.1155/2014/525087. https://projecteuclid.org/euclid.aaa/1412606413


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