A fast iterative method to find the matrix geometric mean of two HPD matrices
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Tarih
2019
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Wiley
Erişim Hakkı
info:eu-repo/semantics/closedAccess
Özet
The purpose of this research is to present a novel scheme based on a quick iterative scheme for calculating the matrix geometric mean of two Hermitian positive definite (HPD) matrices. To do this, an iterative scheme with global convergence is constructed for the sign function using a novel three-step root-solver. It is proved that the new scheme is convergent and shown to have global convergence behavior for this target, when square matrices having no pure imaginary eigenvalues. Next, the constructed scheme is used and extended through a well-known identity for the calculation of the matrix geometric mean of two HPD matrices. Ultimately, several experiments are collected to show its usefulness.
Açıklama
Anahtar Kelimeler
Hermitian positive definite, geometric mean, global convergence, high order, stability
Kaynak
Mathematical Methods in The Applied Sciences
WoS Q Değeri
Q2
Scopus Q Değeri
Q1
Cilt
42
Sayı
16
