An algorithm for computing geometric mean of two Hermitian positive definite matrices via matrix sign (Q1725441): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 05:29, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An algorithm for computing geometric mean of two Hermitian positive definite matrices via matrix sign |
scientific article |
Statements
An algorithm for computing geometric mean of two Hermitian positive definite matrices via matrix sign (English)
0 references
14 February 2019
0 references
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.
0 references
