计算对称正定矩阵逆主$p$-次根的通用算法
A General Algorithm to Calculate the Inverse Principal $p$-th Root of Symmetric Positive Definite Matrices
AI总结:
本文提出了一种计算对称正定矩阵逆$p$-次根的通用算法,通过构造迭代函数实现高效计算,并展示了该方法具有至少二次收敛速度,通过调整参数$q$进一步提升收敛速度。
摘要:
我们针对计算给定矩阵的逆$p$-次根的通用数学问题,提出了一种新的方法,用于构造迭代函数以高效计算对称正定矩阵的任意$p$-次根及其逆。我们证明了该方法的收敛阶至少为二次,并且通过自适应调整参数$q$始终能够获得更快的收敛速度。这样,该方法在性能上优于已知的迭代方案。通过各种具有不同密度、条件数和谱半径的矩阵,展示了迭代函数的效率。
英文摘要:
We address the general mathematical problem of computing the inverse $p$-th root of a given matrix in an efficient way. A new method to construct iteration functions that allow calculating arbitrary $p$-th roots and their inverses of symmetric positive definite matrices is presented. We show that the order of convergence is at least quadratic and that adaptively adjusting a parameter $q$ always leads to an even faster convergence. In this way, a better performance than with previously known iteration schemes is achieved. The efficiency of the iterative functions is demonstrated for various matrices with different densities, condition numbers and spectral radii.
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