Higher order iterations for computing the matrix sign function of complex matrices are developed in this paper. The technique of generating higher order fixed point function produces the Newton's and Halley's methods as special cases for solving the equations S2 = I, and such that SA = AS has all its eigenvalues in the right half plane. The matrix sign function is used to compute the positive semidefinite solution of the algebraic Riccati and Lyapunov matrix equations. The performance of these methods is demonstrated by several examples.
|Original language||English (US)|
|Number of pages||6|
|Journal||Proceedings of the IEEE Conference on Decision and Control|
|State||Published - Dec 1 1998|
|Event||Proceedings of the 1998 37th IEEE Conference on Decision and Control (CDC) - Tampa, FL, USA|
Duration: Dec 16 1998 → Dec 18 1998