Computing the square root and logarithm of a real \(P\)-orthogonal matrix (Q1398682)

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Computing the square root and logarithm of a real \(P\)-orthogonal matrix
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    Computing the square root and logarithm of a real \(P\)-orthogonal matrix (English)
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    7 August 2003
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    The authors consider \(P\)-orthogonal square matrices A such that \(A^TPA=P\) for a fixed real nonsingular matrix \(P\). But most of the results require that \(P\) be symmetric or \(P^T=P^{-1}\) and \(P^2=\pm I\). They present an efficient iterative method for computing the \(P\)-orthogonal factor in the generalized polar decomposition which generalizes Newton's method for polar decomposition. A new iterative method is given for computing the principal square root of a \(P\)-orthogonal matrix. When \(P\) is symmetric positive definite, this method restores the \(P\)-orthogonal properties of the exact square root by computing the nearest \(P\)-orthogonal matrix. New bounds and new estimates for the Padé error of the matrix logarithm improve the existing Briggs-Padé algorithms and adapt them to \(P\)-orthogonal matrices.
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    \(P\)-orthoggonal matrices
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    generalized polar decomposition
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    Padé approximation
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    matrix square roots
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    matrix logarithm
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    error bounds
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    iterative method
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    Newton's method
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    Briggs-Padé algorithms
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