An algorithm for computing geometric mean of two Hermitian positive definite matrices via matrix sign (Q1725441)
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scientific article; zbMATH DE number 7023443
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| English | An algorithm for computing geometric mean of two Hermitian positive definite matrices via matrix sign |
scientific article; zbMATH DE number 7023443 |
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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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0.8642133474349976
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0.8614251613616943
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0.8361621499061584
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0.8311557173728943
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0.8030417561531067
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