An algorithm for computing geometric mean of two Hermitian positive definite matrices via matrix sign (Q1725441): Difference between revisions

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Latest revision as of 05:56, 18 July 2024

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An algorithm for computing geometric mean of two Hermitian positive definite matrices via matrix sign
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    An algorithm for computing geometric mean of two Hermitian positive definite matrices via matrix sign (English)
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    14 February 2019
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    Summary: Using the relation between a principal matrix square root and its inverse with the geometric mean, we present a fast algorithm for computing the geometric mean of two Hermitian positive definite matrices. The algorithm is stable and possesses a high convergence order. Some experiments are included to support the proposed computational algorithm.
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