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The calculation of the matrix sign function (MSF) is pivotal in numerous mathematical contexts, offering a matrix-based transformation that identifies the sign for every eigenvalue within an invertible matrix. This paper introduces a new iteration procedure tailored to effectively compute the MSF, with a particular focus on expanding the order of convergence. Our proposed solver achieves fourth-order convergence, rendering it effective for a broad spectrum of matrices. Numerical experiments for both real and complex matrices are included to support the derivations.
This is an open access article distributed under the terms of the Creative Commons Attribution License (https://creativecommons.org/licenses/by/4.0)
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