A Padé Approximation Method for Square Roots of Symmetric Positive Definite Matrices
Based on the Padé approximation of \(\sqrt{1+x}\) in the prime fraction form a numerical method for computing the square root of a symmetric positive definite matrix is developed. The method requires about \(10n^3/3+5n^2m/2\) operations, where \[ m \sim{\kappa^{1/4}\over 4}\sqrt{\ln\left({2\over \varepsilon}\right) \ln\left(1+{2\over \varepsilon\sqrt{\kappa}}\right)}. \] In this term is \(\varepsilon\) the desired relative accuracy and \(\kappa\) the spectral condition number of the matrix \(A\). The new method is more efficient than the standard procedure if the matrix is not very ill conditioned.
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