Numerical approximation of the product of the square root of a matrix with a vector

DOI10.1016/S0024-3795(00)00068-9zbMATH Open0972.65029WikidataQ126819159 ScholiaQ126819159MaRDI QIDQ1978127FDOQ1978127

Authors: S. K. Boyd, Edward J. Allen, James Baglama 

Publication date: 11 November 2001

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

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zbMATH Keywords

convergenceinitial value problemiterative methodNewton's methodLanczos methodHilbert matrixRunge-Kutta-Fehlberg methodmatrix square rootKrylov subspace procedure

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Matrix equations and identities (15A24)

Cites Work

• Matrix Analysis
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• Computing real square roots of a real matrix
• On Krylov Subspace Approximations to the Matrix Exponential Operator
• Extended Krylov Subspaces: Approximation of the Matrix Square Root and Related Functions
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• A Schur method for the square root of a matrix
• Stable iterations for the matrix square root
• Roots of real matrices
• A fast method for computing the principal \(n\)-th roots of complex matrices
• Newton's Method for the Matrix Square Root
• A Padé Approximation Method for Square Roots of Symmetric Positive Definite Matrices
• A faster, more stable method for comuting the pth roots of positive definite matrices
• On the Matrix Square Root
• A power method for computing square roots of complex matrices

Cited In (21)

• An adaptive covariance parameterization technique for the ensemble Gaussian mixture filter
• Construction of Equivalent Stochastic Differential Equation Models
• Extended and rational Hessenberg methods for the evaluation of matrix functions
• Approximate computation of scalar products
• Numerically solving an equation for fractional powers of elliptic operators
• Vector estimates for \(f(A)\mathbf b\) via extrapolation
• A fast convergent numerical method for matrix sign function with application in SDEs
• A black-box rational Arnoldi variant for Cauchy-Stieltjes matrix functions
• The structure of matrices in rational Gauss quadrature
• Recursion relations for the extended Krylov subspace method
• The extended Krylov subspace method and orthogonal Laurent polynomials
• Statistical mechanics of holonomic systems as a Brownian motion on smooth manifolds
• Iterative numerical methods for sampling from high dimensional Gaussian distributions
• A rational Arnoldi process with applications.
• Calculation of the square root of a positive-definite matrix
• Title not available (Why is that?)
• Rational Lanczos approximations to the matrix square root and related functions.
• Convergence rates for inverse-free rational approximation of matrix functions
• Rational Krylov approximation of matrix functions: numerical methods and optimal pole selection
• High-dimensional Gaussian sampling: a review and a unifying approach based on a stochastic proximal point algorithm
• Spectral Ewald acceleration of Stokesian dynamics for polydisperse suspensions

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