Title of article :
Computing the Matrix Geometric Mean of Two HPD Matrices: A Stable Iterative Method
Author/Authors :
Kiyoumarsi, F Department of Mathematics - Shahrekord Branch - Islamic Azad University
Abstract :
In this paper, a new iteration scheme for computing the sign of a matrix which has no pure imaginary eigenvalues is presented. Then, by applying a well-known identity in matrix functions theory, an algorithm for computing the geometric mean of two Hermitian positive definite matrices is constructed. Moreover, another efficient algorithm for this purpose is derived free from the computation of principal matrix square root. Finally, some tests are given to show their applicabilities.
Keywords :
Iterative methods , HPD , Sign function , Stability , Convergence , Convergence
Journal title :
Astroparticle Physics
