A Schur Algorithm for Computing Matrix $p$th Roots

  • Authors:
  • Matthew I. Smith

  • Affiliations:
  • -

  • Venue:
  • SIAM Journal on Matrix Analysis and Applications
  • Year:
  • 2002

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Abstract

Any nonsingular matrix has pth roots. One way to compute matrix pth roots is via a specialized version of Newton's method, but this iteration has poor convergence and stability properties in general. A Schur algorithm for computing a matrix pth root that generalizes methods of Björck and Hammarling [Linear Algebra Appl., 52/53 (1983), pp. 127--140] and Higham [Linear Algebra Appl., 88/89 (1987), pp. 405--430] for the square root is presented. The algorithm forms a Schur decomposition of A and computes a pth root of the (quasi-)triangular factor by a recursion. The backward error associated with the Schur method is examined, and the method is shown to have excellent numerical stability.