A note on computing the matrix square root (Q2504778)
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English | A note on computing the matrix square root |
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A note on computing the matrix square root (English)
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28 September 2006
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The author provides a direct derivation of Meini's algorithm from Newton's iteration. The obtained algorithm computes iteratively the principal root of a matrix with no non-positive real eigenvalues. The first order error analysis shows good numerical properties of the algorithm. In some cases, the convergence can be substantially improved by a suitable scaling. The numerical experiments illustrate the effects of this scaling.
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