Two Iterative algorithms for the matrix sign function based on the adaptive filtering technology
Abstract
In this paper, two new efficient algorithms for calculating the sign function of the large-scale sparse matrix are proposed by combining filtering algorithm with Newton method and Newton Schultz method respectively. Through the theoretical analysis of the error diffusion in the iterative process, we designed an adaptive filtering threshold, which can ensure that the filtering has little impact on the iterative process and the calculation result. Numerical experiments are consistent with our theoretical analysis, which shows that the computational efficiency of our method is much better than that of Newton method and Newton Schultz method, and the computational error is of the same order of magnitude as that of the two methods.
Cite
@article{arxiv.2210.03356,
title = {Two Iterative algorithms for the matrix sign function based on the adaptive filtering technology},
author = {Feng Wu and Keqi Ye and Li Zhu and Yueling Zhao and Jiqiang Hu and Wanxie Zhong},
journal= {arXiv preprint arXiv:2210.03356},
year = {2022}
}
Comments
18 pages,12 figures