Bruno Iannazzo

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We consider the Newton iteration for computing the principal matrix pth root, which is rarely used in the application for the bad convergence and the poor stability. We analyze the convergence conditions. In particular it is proved that the method converges for any matrix A having eigenvalues with modulus less than 1 and with positive real part. Based on(More)
Nonsymmetric algebraic Riccati equations for which the four coefficient matrices form an irreducible M -matrix M are considered. The emphasis is on the case where M is an irreducible singular M -matrix, which arises in the study of Markov models. The doubling algorithm is considered for finding the minimal nonnegative solution, the one of practical(More)
Matrix fixed-point iterations zn+1 = ψ(zn) defined by a rational function ψ are considered. For these iterations a new proof is given that matrix convergence is essentially reduced to scalar convergence. It is shown that the principal Padé family of iterations for the matrix sign function and the matrix square root is a special case of a family of rational(More)
Society for induStrial and applied MatheMaticS Numerical Solution of Algebraic Riccati Equations Dario A. Bini, Bruno Iannazzo, and Beatrice Meini Fundamentals of Algorithms 9 This concise and comprehensive treatment of the basic theory of algebraic Riccati equations describes the classical as well as the more advanced algorithms for their solution in a(More)
A special instance of the algebraic Riccati equation XCX−XE−AX+B = 0 where the n × n matrix coefficients A,B,C,E are rank structured matrices is considered. Relying on the structural properties of Cauchy-like matrices, an algorithm is designed for performing the customary Newton iteration in O(n2) arithmetic operations (ops). The same technique is used to(More)
A new definition is introduced for the matrix geometric mean of a set of k positive definite n×n matrices together with an iterative method for its computation. The iterative method is locally convergent with cubic convergence and requires O(n3k2) arithmetic operations per step whereas the methods based on the symmetrization technique of Ando, Li and(More)
An algorithm for computing primary roots of a nonsingular matrix A is presented. In particular, it computes the principal root of a real matrix having no nonpositive real eigenvalues, using real arithmetic. The algorithm is based on the Schur decomposition of A and has an order of complexity lower than the customary Schur based algorithm, namely the Smith(More)
The geometric mean of two matrices is considered from a computational viewpoint. Several numerical algorithms based on different properties and representations of the geometric mean are discussed and analyzed. It is shown that most of the algorithms can be classified in terms of the rational approximations of the inverse square root function. A review of(More)
The Barzilai-Borwein method for nonlinear optimization is adapted to Riemannian manifold optimization. More generally, global convergence of a nonmonotone line-search strategy for Riemannian optimization algorithms is proved under some standard assumptions. By a set of numerical tests, the Riemannian BarzilaiBorwein method with nonmonotone line-search is(More)
New algorithms for solving algebraic Riccati equations (ARE) which arise in fluid queues models are introduced. They are based on reducing the ARE to a unilateral quadratic matrix equation of the kind AX2 + BX + C = 0 and on applying the Cayley transform in order to arrive at a suitable spectral splitting of the associated matrix polynomial. A shifting(More)