Constructing a Matrix Mid-Point Iterative Method for Matrix Square Roots and Applications

Abstract

In this paper, an improvement to the mid-point method is contributed for finding the square root of a matrix as well as its inverse. To this aim, an iteration scheme to find this matrix function is constructed, and its error and stability estimates are provided to show the theoretical rate of convergence. Our higher-order method can compete with the existing iterative methods of a similar nature. This is illustrated in numerical simulations of various sizes.