An optimum iteration for the matrix polar decomposition

MaRDI QIDQ1292261zbMATH OpenFDO

Authors A. A. Dubrulle

Publication date 21 June 1999

Published in ETNA - Electronic Transactions on Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/120380, http://www.emis.de/journals/ETNA/vol.8.1999/pp21-25.dir/pp21-25.html

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zbMATH Keywords

full-rank rectangular matricesmatrix polar decompositionNewton iteration

Mathematics Subject Classification ID

Numerical computation of matrix norms, conditioning, scaling (65F35)

Review text

The author shows that an acceleration parameter (derived from the Frobenius norm) makes Newton's iteration for the computation of the polar decomposition optimal and monotonic with respect to the associated norm. An application to full-rank rectangular matrices \(A\in \mathbb{R}^{m\times n}\) is also given.

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Cited in

(9)

• A parallel algorithm for computing the polar decomposition
• On a fourth-order matrix method for computing polar decomposition
• Optimizing Halley's Iteration for Computing the Matrix Polar Decomposition
• A New Scaling for Newton's Iteration for the Polar Decomposition and its Backward Stability
• Computing the Polar Decomposition—with Applications
• Iterative computation of the Fréchet derivative of the polar decomposition
• A class of iterative methods for computing polar decomposition
• On iterative algorithms for the polar decomposition of a matrix and the matrix sign function
• Time-stepping and preserving orthonormality

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