Inversion free algorithms for computing the principal square root of a matrix

DOI10.1155/2014/613840zbMath1310.65045OpenAlexW2120139931WikidataQ59044262 ScholiaQ59044262MaRDI QIDQ2260324

Maria Adam, Nicholas Assimakis

Publication date: 10 March 2015

Published in: International Journal of Mathematics and Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/613840

zbMATH Keywords

Bernoulli substitutioncontinuous time Riccati equationinversion free iterative algorithmsSchulz iteration

Mathematics Subject Classification ID

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

Cites Work

• Unnamed Item
• On the convergence of the modified Riccati equation
• Iterative and algebraic algorithms for the computation of the steady state Kalman filter gain
• Fast and stable algorithms for computing the principal \(n\)th root of a complex matrix and the matrix sector function
• Algorithms for the matrix \(p\)th root
• Fast and stable algorithms for computing the principal square root of a complex matrix
• On the Iterative Solution of the Matrix Equation AX 2 - I = 0
• Numerical integration of the differential matrix Riccati equation
• Partitioned Ricatti solutions and integration-free doubling algorithms
• Newton's Method for the Matrix Square Root
• Computing the Extremal Positive Definite Solutions of a Matrix Equation
• A Schur–Newton Method for the Matrix \lowercase{\boldmathp}th Root and its Inverse