Abstract
In a previous paper by the author, a family of iterations for computing the matrix square root was constructed by exploiting a recursion obeyed by Zolotarev’s rational minimax approximants of the function \(z^{1/2}\). The present paper generalizes this construction by deriving rational minimax iterations for the matrix pth root, where \(p \ge 2\) is an integer. The analysis of these iterations is considerably different from the case \(p=2\), owing to the fact that when \(p>2\), rational minimax approximants of the function \(z^{1/p}\) do not obey a recursion. Nevertheless, we show that several of the salient features of the Zolotarev iterations for the matrix square root, including equioscillatory error, order of convergence, and stability, carry over to the case \(p>2\). A key role in the analysis is played by the asymptotic behavior of rational minimax approximants on short intervals. Numerical examples are presented to illustrate the predictions of the theory.
Similar content being viewed by others
References
Akhiezer, N.I.: Theory of Approximation. Frederick Ungar Publishing Corporation, New York (1956)
Beckermann, B.: Optimally Scaled Newton Iterations for the Matrix Square Root. Advances in Matrix Functions and Matrix Equations workshop, Manchester (2013)
Bini, D.A., Higham, N.J., Meini, B.: Algorithms for the matrix pth root. Numer. Algorithms 39, 349–378 (2005)
Byers, R., Xu, H.: A new scaling for Newton’s iteration for the polar decomposition and its backward stability. SIAM J. Matrix Anal. Appl. 30, 822–843 (2008)
Cardoso, J.R., Loureiro, A.F.: Iteration functions for pth roots of complex numbers. Numer. Algorithms 57, 329–356 (2011)
Driscoll, T.A., Hale, N., Trefethen, L.N.: Chebfun Guide. Pafnuty Publications, Oxford (2014)
Gawlik, E.S.: Zolotarev iterations for the matrix square root. SIAM J. Matrix Anal. Appl. 40, 696–719 (2019)
Gawlik, E.S., Nakatsukasa, Y.: Approximating the \(p\)th Root by Composite Rational Functions. arXiv preprint arXiv:1906.11326 (2019)
Gawlik, E.S., Nakatsukasa, Y., Sutton, B.D.: A backward stable algorithm for computing the CS decomposition via the polar decomposition. SIAM J. Matrix Anal. Appl. 39, 1448–1469 (2018)
Gomilko, O., Greco, F., Ziętak, K.: A Padé family of iterations for the matrix sign function and related problems. Numer. Linear Algebra Appl. 19, 585–605 (2012)
Gomilko, O., Karp, D.B., Lin, M., Ziętak, K.: Regions of convergence of a Padé family of iterations for the matrix sector function and the matrix pth root. J. Comput. Appl. Math. 236, 4410–4420 (2012)
Gopal, A., Trefethen, L.N.: Representation of conformal maps by rational functions. Numer. Math. 142, 359–382 (2019)
Guo, C.-H.: On Newton’s method and Halley’s method for the principal pth root of a matrix. Linear Algebra Appl. 432, 1905–1922 (2010)
Guo, C.-H., Higham, N.J.: A Schur–Newton method for the matrix \(p\)th root and its inverse. SIAM J. Matrix Anal. Appl. 28, 788–804 (2006)
Higham, N.J.: The Matrix Computation Toolbox. http://www.ma.man.ac.uk/~higham/mctoolbox Accessed 6 Nov 2018
Higham, N.J.: Functions of Matrices: Theory and Computation. SIAM, Philadelphia (2008)
Higham, N.J., Lin, L.: A Schur–Padé algorithm for fractional powers of a matrix. SIAM J. Matrix Anal. Appl. 32, 1056–1078 (2011)
Higham, N.J., Lin, L.: An improved Schur–Padé algorithm for fractional powers of a matrix and their Fréchet derivatives. SIAM J. Matrix Anal. Appl. 34, 1341–1360 (2013)
Hoskins, W., Walton, D.: A faster, more stable method for computing the pth roots of positive definite matrices. Linear Algebra Appl. 26, 139–163 (1979)
Iannazzo, B.: On the Newton method for the matrix pth root. SIAM J. Matrix Anal. Appl. 28, 503–523 (2006)
Iannazzo, B.: A family of rational iterations and its application to the computation of the matrix pth root. SIAM J. Matrix Anal. Appl. 30, 1445–1462 (2008)
Karlin, S., Studden, W.: Tchebycheff Systems: With Applications in Analysis and Statistics, Pure and Applied Mathematics. Interscience Publishers, New York (1966)
King, R.F.: Improved Newton iteration for integral roots. Math. Comput. 25, 299–304 (1971)
Laszkiewicz, B., Ziętak, K.: A Padé family of iterations for the matrix sector function and the matrix pth root. Numer. Linear Algebra Appl. 16, 951–970 (2009)
Li, Y., Yang, H.: Interior Eigensolver for Sparse Hermitian Definite Matrices Based on Zolotarev’s Functions. arXiv preprint arXiv:1701.08935 (2017)
Maehly, H., Witzgall, C.: Tschebyscheff-approximationen in kleinen Intervallen II. Numer. Math. 2, 293–307 (1960)
Meinardus, G., Taylor, G.: Optimal partitioning of Newton’s method for calculating roots. Math. Comput. 35, 1221–1230 (1980)
Nakatsukasa, Y., Bai, Z., Gygi, F.: Optimizing Halley’s iteration for computing the matrix polar decomposition. SIAM J. Matrix Anal. Appl. 31, 2700–2720 (2010)
Nakatsukasa, Y., Freund, R.W.: Computing fundamental matrix decompositions accurately via the matrix sign function in two iterations: the power of Zolotarev’s functions. SIAM Rev. 58, 461–493 (2016)
Smith, M.I.: A Schur algorithm for computing matrix \(p\)th roots. SIAM J. Matrix Anal. Appl. 24, 971–989 (2003)
Stahl, H.R.: Best uniform rational approximation of \(x^\alpha \) on [0, 1]. Acta Math. 190, 241–306 (2003)
Trefethen, L.N.: Approximation Theory and Approximation Practice, vol. 128. SIAM, Philadelphia (2013)
Trefethen, L.N., Gutknecht, M.H.: The Carathéodory–Fejér method for real rational approximation. SIAM J. Numer. Anal. 20, 420–436 (1983)
Trefethen, L.N., Gutknecht, M.H.: On convergence and degeneracy in rational Padé and Chebyshev approximation. SIAM J. Math. Anal. 16, 198–210 (1985)
Trefethen, L.N., Gutknecht, M.H.: Padé, stable Padé, and Chebyshev-Padé approximation. In: Mason, J.C., Cox, M.G. (eds.) Algorithms for Approximation, pp. 227–264. Clarendon Press, Oxford (1987)
Zolotarev, E.I.: Applications of elliptic functions to problems of functions deviating least and most from zero. Zapiski Imperatorskoj Akademii Nauk po Fiziko-Matematiceskomu Otdeleniju 30, 1–59 (1877)
Acknowledgements
The author was supported in part by NSF Grant DMS-1703719.
Author information
Authors and Affiliations
Corresponding author
Additional information
Communicated by Wolfgang Dahmen.
Publisher's Note
Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.
Rights and permissions
About this article
Cite this article
Gawlik, E.S. Rational Minimax Iterations for Computing the Matrix pth Root. Constr Approx 54, 1–34 (2021). https://doi.org/10.1007/s00365-020-09504-3
Published:
Issue Date:
DOI: https://doi.org/10.1007/s00365-020-09504-3
Keywords
- Matrix root
- Matrix power
- Rational approximation
- Minimax
- Uniform approximation
- Matrix iteration
- Chebyshev approximation
- Padé approximation
- Newton iteration
- Zolotarev