An Algorithm for Computing Geometric Mean of Two Hermitian Positive Definite Matrices via Matrix Sign

An Algorithm for Computing Geometric Mean of Two Hermitian Positive Definite Matrices via Matrix Sign

Using the relation between a principal matrix square root and its inverse with the geometric mean, we present a fast algorithm for computing the geometric mean of two Hermitian positive definite matrices. The algorithm is stable and possesses a high convergence order. Some experiments are included t...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Abstract and Applied Analysis 2014-01, Vol.2014 (2014), p.1001-1006
Hauptverfasser: Haghani, F. Khaksar, Shateyi, Stanford, Sharifi, M., Soleymani, Fazlollah
Format: Artikel
Sprache:eng
Schlagworte:
Algorithms
Applied mathematics
Average
Iterative methods
Mathematical research
Mathematics
Matrices
Methods
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung:Using the relation between a principal matrix square root and its inverse with the geometric mean, we present a fast algorithm for computing the geometric mean of two Hermitian positive definite matrices. The algorithm is stable and possesses a high convergence order. Some experiments are included to support the proposed computational algorithm.
ISSN:1085-3375
1687-0409
DOI:10.1155/2014/978629