The matrix sign decomposition and its relation to the polar decomposition

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    Abstract

    The sign function of a square matrix was introduced by Roberts in 1971. We show that it is useful to regard S = sign(A) as being part of a matrix sign decomposition A = SN, where N = (A2) 1 2. This decomposition leads to the new representation sign(A) = A(A2)- 1 2. Most results for the matrix sign decomposition have a counterpart for the polar decomposition A = UH, and vice versa. To illustrate this, we derive best approximation properties of the factors U, H, and S, determine bounds for ∥A - S∥ and ∥A - U∥, and describe integral formulas for S and U. We also derive explicit expressions for the condition numbers of the factors S and N. An important equation expresses the sign of a block 2 × 2 matrix involving A in terms of the polar factor U of A. We apply this equation to a family of iterations for computing S by Pandey, Kenney, and Laub, to obtain a new family of iterations for computing U. The iterations have some attractive properties, including suitability for parallel computation. © 1994.
    Original languageEnglish
    Pages (from-to)3-20
    Number of pages17
    JournalLinear Algebra and its Applications
    Volume212-213
    Issue numberC
    Publication statusPublished - 15 Nov 1994

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