Affiliation:
1. School of Mathematics Thapar Institute of Engineering and Technology Patiala 147004 Punjab India
Abstract
In this article, we have proposed a novel matrix iteration for computing the matrix sign function numerically. An extensive convergence analysis is carried out in matrix case to achieve fourth‐order convergence. The basins of attraction are drawn to illustrate the global convergence behavior of the proposed method. Analytically, it is shown that the presented scheme is asymptotically stable. Further, the theoretical developments are verified numerically by discussing eigenvalues clustering around . Moreover, a class of numerical examples for matrices of various dimensions is assessed to exhibit the efficacy of proposed method.
Subject
General Engineering,General Mathematics
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