Stable and efficient computation of generalized polar decompositions

We present methods for computing the generalized polar decomposition of a matrix based on the dynamically weighted Halley (DWH) iteration. This method is well established for computing the standard polar decomposition and a stable implementation is available, where matrix inversion is avoided and QR...

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Bibliographic Details
Main Authors: Benner, P, Nakatsukasa, Y, Penke, C
Format: Journal article
Language:English
Published: Society for Industrial and Applied Mathematics 2022