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Developing a Stable Method for Computing the Matrix Sign Function with Applications to Algebraic Riccati and Sylvester Equations

عنوان مقاله: Developing a Stable Method for Computing the Matrix Sign Function with Applications to Algebraic Riccati and Sylvester Equations
شناسه ملی مقاله: JR_IJIM-14-2_009
منتشر شده در در سال 1401
مشخصات نویسندگان مقاله:

P. Ataei Delshad - Department of Mathematics, Hamedan Branch, Islamic Azad University, Hamedan, Iran.
T. Lotfi - Department of Mathematics, Hamedan Branch, Islamic Azad University, Hamedan, Iran.

خلاصه مقاله:
This paper aims to propose a constructive methodology for determining the matrix sign function for a stable variant of the Kung-Traub method. It analytically shows that the new scheme is asymptotically stable. Different numerical experiments compare the new scheme's behavior with the existing matrix iteration of the same type. Finally, the given approach applies to solve the algebraic Riccati equation and the Sylvester equation.

کلمات کلیدی:
Matrix sign function, Kung-Traub method, Algebraic Riccati equation, Stable Sylvester ‎equation.‎

صفحه اختصاصی مقاله و دریافت فایل کامل: https://civilica.com/doc/1886885/