Scaled fixed point algorithm for computing the matrix square root

DOI10.24193/FPT-RO.2023.1.16arXiv2002.08471OpenAlexW3007224580MaRDI QIDQ6153347FDOQ6153347

Authors:

Publication date: 19 March 2024

Published in: Fixed Point Theory (Search for Journal in Brave)

Abstract: This paper addresses the numerical solution of the matrix square root problem. Two fixed point iterations are proposed by rearranging the nonlinear matrix equation $A-X^2=0$ and incorporating a positive scaling parameter. The proposals only need to compute one matrix inverse and at most two matrix multiplications per iteration. A global convergence result is established. The numerical comparisons versus some existing methods from the literature, on several test problems, demonstrate the efficiency and effectiveness of our proposals.

Full work available at URL: https://arxiv.org/abs/2002.08471

zbMATH Keywords

fixed point algorithmmatrix square rootmatrix iteration and geometric optimization

Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10) Numerical solutions to equations with nonlinear operators (65J15) Numerical methods for matrix equations (65F45)

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