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Rational Minimax Iterations for Computing the Matrix pth Root

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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.

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