Asymptotic behavior of Iwasawa and Cholesky iterations

DOI10.1016/J.LAA.2011.04.043zbMATH Open1281.65059OpenAlexW1990521044MaRDI QIDQ389628FDOQ389628

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)

Cites Work

• Matrix Analysis
• Matrices
• On convexity, the Weyl group and the Iwasawa decomposition
• Lie groups beyond an introduction
• The geometry of matrix eigenvalue methods
• Computing the Iwasawa decomposition of a symplectic matrix by Cholesky factorization
• On the \(QR\) iterations of real matrices
• Differential Geometry: The Interface between Pure and Applied Mathematics
• The QR Transformation A Unitary Analogue to the LR Transformation--Part 1
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Cited In (4)

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

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