Asymptotic behavior of Iwasawa and Cholesky iterations

DOI10.1016/j.laa.2011.04.043zbMath1281.65059OpenAlexW1990521044MaRDI QIDQ389628

Randall R. Holmes, Tin-Yau Tam, Huajun Huang

Publication date: 21 January 2014

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

Full work available at URL: https://doi.org/10.1016/j.laa.2011.04.043

zbMATH Keywords

asymptotic behaviorsemisimple Lie groupBruhat decompositionCholesky iterationscomplete multiplicative Jordan decompositionIwasawa iterations

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Semisimple Lie groups and their representations (22E46)

Related Items

Rutishauser’s LR algorithm and Bruhat iteration, Decomposition of Gaussian processes, and factorization of positive definite kernels, Computing the Iwasawa decomposition of the classical Lie groups of noncompact type using the \(QR\) decomposition, On the Iwasawa decomposition of a perplectic matrix

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