Computing the Matrix Geometric Mean of Two HPD Matrices: A Stable Iterative Method

Author(s):

F. Kiyoumarsi *

Message:
Article Type:
Research/Original Article (دارای رتبه معتبر)
Abstract:

A new iteration scheme for computing the sign of a matrix which has no pure imaginary eigenvalues is presented. Then, by applying a well-known identity in matrix functions theory, an algorithm for computing the geometric mean of two Hermitian positive definite matrices is constructed. Moreover, another efficient algorithm for this purpose is derived free from the computation of principal matrix square root. Finally, several experiments are collected.

Keywords:

Iterative methods , HPD , Sign function , Stability , Convergence

Language:
English
Published:
International Journal of Industrial Mathematics, Volume:12 Issue: 1, Winter 2020
Pages:
71 to 79
https://www.magiran.com/p2050631  
سامانه نویسندگان
  • Author
    Farshad Kiyoumarsi
    Associate Professor Computer, SHahrekord Branch, Islamic Azad University, Shahr-e-Kord, Iran
    Kiyoumarsi، Farshad
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