New iterative methods for finding matrix sign function: derivation and application

Author:

Momenzadeh Mohammad,Lotfi Taher

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Computational Mathematics

Reference24 articles.

1. Cordero A, Soleymani F, Torregrosa JR, Zaka Ullah M (2017) Numerically stable improved Chebyshev–Halley type schemes for matrix sign function. J Comput Appl Math 318:189–198

2. Cordero A, Soleymani F, Torregrosa JR, Zaka Ullah M (2016) Approximating the matrix sign function by means of Chebyshev–Halley type method. In: proceedings of the 16th international conference on computational and mathematical methods in science and engineering. pp 396–405

3. Company R, Egorova V, Jódar L, Soleymani F (2016) Computing prices for the American option problems with multi assets. Model Eng Human Behav XVIII:1–6

4. Filbir FD (1994) Computation of the structured stability radius via matrix sign function. Syst Control Lett 22:341–349

5. Gomilko O, Greco F, Ziȩtak K (2012) A Padé family of iterations for the matrix sign function and related problems. Numer Linear Algebra Appl 19:585–605

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