Raziyeh Erfanifar, Khosro Sayevand and Masoud Hajarian
In this study, we present a novel parametric iterative method for computing the polar decomposition and determining the matrix sign function.
Abstract
Purpose
In this study, we present a novel parametric iterative method for computing the polar decomposition and determining the matrix sign function.
Design/methodology/approach
This method demonstrates exceptional efficiency, requiring only two matrix-by-matrix multiplications and one matrix inversion per iteration. Additionally, we establish that the convergence order of the proposed method is three and four, and confirm that it is asymptotically stable.
Findings
In conclusion, we extend the iterative method to solve the Yang-Baxter-like matrix equation. The efficiency indices of the proposed methods are shown to be superior compared to previous approaches.
Originality/value
The efficiency and accuracy of our proposed methods are demonstrated through various high-dimensional numerical examples, highlighting their superiority over established methods.
Details
Keywords
Raziyeh Erfanifar and Masoud Hajarian
In this paper, the authors study the nonlinear matrix equation
Abstract
Purpose
In this paper, the authors study the nonlinear matrix equation
Design/methodology/approach
The authors present some theoretical results for the existence of the solution of this nonlinear matrix equation. Then the authors propose two iterative schemes without inversion to find the solution to the nonlinear matrix equation based on Newton's method and fixed-point iteration. Also the authors show that the proposed iterative schemes converge to the solution of the nonlinear matrix equation, under situations.
Findings
The efficiency indices of the proposed schemes are presented, and since the initial guesses of the proposed iterative schemes have a high cost, the authors reduce their cost by changing them. Therefore, compared to the previous scheme, the proposed schemes have superior efficiency indices
Originality/value
Finally, the accuracy and effectiveness of the proposed schemes in comparison to an existing scheme are demonstrated by various numerical examples. Moreover, as an application, by using the proposed schemes, the authors can get the optimal controller state feedback of $x(t+1) = A x(t) + C v(t)$.