A Globally Convergent Iterative Method for Matrix Sign Function and Its Application for Determining the Eigenvalues of a Matrix Pencil

Abstract

In this research article, we propose a new matrix iterative method with a convergence order of five for computing the sign of a complex matrix by examining the different patterns and symmetry of existing methods. Analysis of the convergence of the method was explored on a global scale, and attraction basins were demonstrated. In addition to this, the asymptotic stability of the scheme was explored.Then, an algorithm for determing thegeneralized eigenvalues for the case of regular matrix pencils was investigated using the matrix sign computation. We performed a series of numerical experiments using numerous matrices to confirm the usefulness and superiority of the proposed method.

Keywords

• iterative method
• matrix sign function
• basins of attraction
• generalized eigenvalue problem
• matrix pencil