Abstract

The method of Pade matrix iteration is commonly used for computing matrix sign function and invariant subspaces of a real or complex matrix. In this paper, a detailed rounding error analysis is given for two classical schemes of the Pad’e matrix iteration, using basic matrix floating point arithmetics. Error estimations of computing invariant subspaces by the Pade sign iteration are also provided. Numerical experiments are given to show the numerical behaviors of the Pade iterations and the corresponding subspace computation.

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