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...
| Váldodahkkit: | , , , |
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| Materiálatiipa: | Artihkal |
| Giella: | English |
| Almmustuhtton: |
Hindawi Limited
2014-01-01
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| Ráidu: | Abstract and Applied Analysis |
| Liŋkkat: | http://dx.doi.org/10.1155/2014/978629 |