Title :
New integral representations and algorithms for computing nth roots and the matrix sector function of nonsingular complex matrices
Author :
Hasan, Mohammed A. ; Hasan, Jawad A K ; Scharenbroich, Lucas
Author_Institution :
Dept. of Electr. & Comput. Eng., Minnesota Univ., Duluth, MN, USA
Abstract :
It is known that sector switching is a problem of many locally convergent methods for computing the matrix sector function such as Newton´s and Halley´s methods. In this paper, fast convergent and stable algorithms for approximating the matrix sector function and the principal nth root of complex matrices which avoid these problems are presented. These methods are based on new integral representations of the matrix sector function and the principal nth root of a complex matrix. The new representations are based on Cauchy integral formula and the residue theorem in analytic function theory. The generalized Householder method for computing the matrix sector function and the principal nth root of a complex matrix are introduced. Finally, a new matrix decomposition called “sector factorization” is defined
Keywords :
Newton method; control theory; convergence; matrix decomposition; numerical stability; system theory; Cauchy integral formula; Halley method; Newton method; analytic function theory; fast convergent algorithms; generalized Householder method; integral representations; locally convergent methods; matrix decomposition; matrix sector function; nonsingular complex matrices; residue theorem; sector factorization; sector switching; stable algorithms; Array signal processing; Control systems; Eigenvalues and eigenfunctions; Frequency estimation; Matrix decomposition; Multiple signal classification; Riccati equations; Signal processing algorithms; Signal resolution; Stability analysis;
Conference_Titel :
Decision and Control, 2000. Proceedings of the 39th IEEE Conference on
Conference_Location :
Sydney, NSW
Print_ISBN :
0-7803-6638-7
DOI :
10.1109/CDC.2001.914566