# Matrix powers in finite precision arithmetic

Nicholas J Higham, Philip A Knight

Research output: Contribution to journalArticlepeer-review

## Abstract

If A is a square matrix with spectral radius less than 1 then $A^k \to 0\,{\text{as}}\,k \to \infty$, but the powers computed in finite precision arithmetic may or may not converge. We derive a sufficient condition for $fl( A^k ) \to 0\,{\text{as}}\,k \to \infty$ and a bound on $\| fl ( A^k ) \|$, both expressed in terms of the Jordan canonical form of A. Examples show that the results can be sharp. We show that the sufficient condition can be rephrased in terms of a pseudospectrum of A when A is diagonalizable, under certain assumptions. Our analysis leads to the rule of thumb that convergence or divergence of the computed powers of A can be expected according as the spectral radius computed by any backward stable algorithm is less than or greater than 1.
Original language English 343-358 16 SIAM Journal on Matrix Analysis and Applications 16 2 https://doi.org/10.1137/S0895479893256347 Published - 1995

## Keywords

• precision arithmetic
• square matrix