Krylov iterative methods for the geometric mean of two matrices times a vector

DOI10.1007/S11075-016-0161-4MaRDI QIDQ509648zbMATH OpenOpenAlexFDO

Authors Jacopo Castellini

Publication date 17 February 2017

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1903.01189

zbMATH Keywords

sparse matricesiterative methodsnumerical examplepositive definite matricesgeometric meanKrylov methodsrational Arnoldi methodKrylov spaces

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Iterative numerical methods for linear systems (65F10) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Operator means involving linear operators, shorted linear operators, etc. (47A64)

Abstract: In this work, we are presenting an efficient way to compute the geometric mean of two positive definite matrices times a vector. For this purpose, we are inspecting the application of methods based on Krylov spaces to compute the square root of a matrix. These methods, using only matrix-vector products, are capable of producing a good approximation of the result with a small computational cost.

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Cited in

(2)

• Computing the Weighted Geometric Mean of Two Large-Scale Matrices and Its Inverse Times a Vector
• A fast iterative method to find the matrix geometric mean of two HPD matrices

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