| Title:
|
A one parameter method for the matrix inverse square root (English) |
| Author:
|
Lakić, Slobodan |
| Language:
|
English |
| Journal:
|
Applications of Mathematics |
| ISSN:
|
0862-7940 (print) |
| ISSN:
|
1572-9109 (online) |
| Volume:
|
42 |
| Issue:
|
6 |
| Year:
|
1997 |
| Pages:
|
401-410 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
This paper is motivated by the paper [3], where an iterative method for the computation of a matrix inverse square root was considered. We suggest a generalization of the method in [3]. We give some sufficient conditions for the convergence of this method, and its numerical stabillity property is investigated. Numerical examples showing that sometimes our generalization converges faster than the methods in [3] are presented. (English) |
| Keyword:
|
Newton method |
| Keyword:
|
matrix inverse square root |
| Keyword:
|
iterative process |
| MSC:
|
65F10 |
| MSC:
|
65F30 |
| idZBL:
|
Zbl 0938.65072 |
| idMR:
|
MR1475049 |
| DOI:
|
10.1023/A:1022229028633 |
| . |
| Date available:
|
2009-09-22T17:55:53Z |
| Last updated:
|
2020-07-02 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/134366 |
| . |
| Reference:
|
[1] A.J. Hoffman, K. Fan: Some metric inequalities in the space of matrices.Proc. Amer. Math. Soc. 6 (1955), 111–116. MR 0067841, 10.1090/S0002-9939-1955-0067841-7 |
| Reference:
|
[2] P. Lancaster: Theory of Matrices.Academic Pres, New York, 1969. Zbl 0186.05301, MR 0245579 |
| Reference:
|
[3] N. Sherif: On the computation of a matrix inverse square root.Computing 46 (1991), 295–305. Zbl 0741.65039, MR 1129098, 10.1007/BF02257775 |
| Reference:
|
[4] G.W. Stewart: Introduction to Matrix Computation.Academic Pres, New York, 1974. MR 0458818 |
| . |
