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General Matrix Roots

william-dawson edited this page Feb 27, 2018 · 6 revisions

General Matrix Roots

Arbitrary matrix roots and inverse roots can also be computed with NTPoly. The arbitrary inverse root is particularly important for computing the matrix logarithm.

Method

To compute matrix roots, we use a coupled inverse Newton iteration which can compute arbitrary inverse matrix roots.

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This method also requires first computing two successive square roots of the matrix to bring the spectrum into the correct bounds (see the Square Root Solvers wiki page).

How To Cite

Please cite the following textbook.

@book{higham2008functions,
title={Functions of matrices: theory and computation},
author={Higham, Nicholas J},
volume={104},
year={2008},
publisher={Siam}