Comp. Appl. Math.
https://doi.org/10.1007/s40314-018-0654-y
A globally convergent variant of mid-point method for
finding the matrix sign
Nahid Zainali
1
· Taher Lotfi
1
Received: 11 March 2018 / Revised: 3 May 2018 / Accepted: 19 May 2018
© SBMAC - Sociedade Brasileira de Matemática Aplicada e Computacional 2018
Abstract In this research, an efficient variant of mid-point iterative method is given for
computing the sign of a square complex matrix having no pure imaginary eigenvalues. It is
proven that the method is new and has global convergence with high order of convergence
seven. To justify the effectiveness of the new scheme, several comparisons for matrices of
different sizes are worked out to show that the new method is efficient.
Keywords Matrix sign · Mid-point method · Global convergence · Iterative methods · High
order
Mathematics Subject Classification 65F60
1 Introductory notes
The sign function for the scalar case is defined by
sign(z ) =
1, Re(z )> 0,
−1, Re(z )< 0,
(1)
wherein z ∈ C is not located on the imaginary axis. Roberts in 1980 for the first time extended
this definition for matrices, which has several important applications in scientific computing,
(see e.g., Benner and Quintana-Ortí 1999; Howland 1983; Kenney and Laub 1995) and the
references therein. For example, the off-diagonal decay of the matrix sign function is also
a well-developed area of study in statistics and statistical physics Hardin et al. (2013). An
Communicated by Jinyun Yuan.
B Taher Lotfi
lotfi@iauh.ac.ir; lotfitaher@yahoo.com
Nahid Zainali
nahid.zainali@yahoo.com
1
Department of Mathematics, Hamedan Branch, Islamic Azad University, Hamedan, Iran
123