| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4638570 | Journal of Computational and Applied Mathematics | 2015 | 12 Pages |
Abstract
In this article, a new matrix iterative method for computing the sign of a matrix is offered. Convergence along with asymptotical stability of the presented method is studied. An accelerated form of the iteration will further be constructed. Finally, the application of the given approach in numerical solution of stochastic differential equations and in solving algebraic Riccati equations is pointed out.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Ali R. Soheili, F. Toutounian, F. Soleymani,