Scaled Fixed Point Algorithm for Computing the Matrix Square Root
英文摘要:
This paper addresses the numerical solution of the matrix square root problem. Two fixed point iterations are proposed by rearranging the nonlinear matrix equation $A - X^2 = 0$ and incorporating a positive scaling parameter. The proposals only need to compute one matrix inverse and at most two matrix multiplications per iteration. A global convergence result is established. The numerical comparisons versus some existing methods from the literature, on several test problems, demonstrate the efficiency and effectiveness of our proposals.
机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。