Zolotarev Iterations for the Matrix Square Root

29 Apr 2018 Gawlik Evan S.

We construct a family of iterations for computing the principal square root of a square matrix $A$ using Zolotarev's rational minimax approximants of the square root function. We show that these rational functions obey a recursion, allowing one to iteratively generate optimal rational approximants of $\sqrt{z}$ of high degree using compositions and products of low-degree rational functions... (read more)

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  • NUMERICAL ANALYSIS