We construct fast, structure-preserving iterations for computing the sign decomposition of a unitary matrix $A$ with no eigenvalues equal to $\pm i$. This decomposition factorizes $A$ as the product of an involutory matrix $S = \operatorname{sign}(A) = A(A^2)^{-1/2}$ times a matrix $N = (A^2)^{1/2}$ with spectrum contained in the open right half of the complex plane. Our iterations rely on a recently discovered formula for the best (in the minimax sense) unimodular rational approximant of the scalar function $\operatorname{sign}(z) = z/\sqrt{z^2}$ on subsets of the unit circle. When $A$ has eigenvalues near $\pm i$, the iterations converge significantly faster than Pad\'e iterations. Numerical evidence indicates that the iterations are backward stable, with backward errors often smaller than those obtained with direct methods. This contrasts with other iterations like the scaled Newton iteration, which suffers from numerical instabilities if $A$ has eigenvalues near $\pm i$. As an application, we use our iterations to construct a stable spectral divide-and-conquer algorithm for the unitary eigendecomposition.
翻译:我们为计算一个单一矩阵的信号分解值而快速构建结构保存迭代值, 用于计算一个单一矩阵的符号分解 $A $A, 并且没有折叠值等于$\ pm 美元 美元。 这个分解因子将$A 作为一个挥发性矩阵的产物 $S =\ operatorname{sign}(A) = A(A) = (A) 2}\\\\\\\\\ 1/ /2} 美元乘以一个矩阵 $N = (A) = (A) = (A) 2\\\\\\\\\ \\ 1/ 美元) 。 我们的迭代值依赖于最近为最佳( 迷你马克) 找到的公式 。 。 这个分解因调整值以单调值为单调值的单调值为单调值 。 $\ = = = 美元