The geometric mean of two matrices from a computational viewpoint
نویسندگان
چکیده
منابع مشابه
Computing the Matrix Geometric Mean of Two HPD Matrices: A Stable Iterative Method
A new iteration scheme for computing the sign of a matrix which has no pure imaginary eigenvalues is presented. Then, by applying a well-known identity in matrix functions theory, an algorithm for computing the geometric mean of two Hermitian positive definite matrices is constructed. Moreover, another efficient algorithm for this purpose is derived free from the computation of principal matrix...
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ژورنال
عنوان ژورنال: Numerical Linear Algebra with Applications
سال: 2015
ISSN: 1070-5325
DOI: 10.1002/nla.2022