DocumentCode :
848930
Title :
A faster method of computing matrix pythagorean sums
Author :
Incertis, F.
Author_Institution :
IBM España, Madrid, Spain
Volume :
30
Issue :
3
fYear :
1985
fDate :
3/1/1985 12:00:00 AM
Firstpage :
273
Lastpage :
275
Abstract :
In a recent paper [1], Moler and Morrison have described an iterative algorithm for the computation of the Pythagorean sum 
of two real numbers 
and 
without computing their squares or taking a square root. The subroutine is robust, short, portable, has a cubic rate of convergence, and is immune to floating-point overflows. In this note the method is extended to the efficient computation of the Pythagorean sum 
of two real commuting matrices.
of two real numbers and without computing their squares or taking a square root. The subroutine is robust, short, portable, has a cubic rate of convergence, and is immune to floating-point overflows. In this note the method is extended to the efficient computation of the Pythagorean sum of two real commuting matrices.Keywords :
Matrices; Approximation algorithms; Control systems; Convergence; Covariance matrix; Equations; Filtering theory; Iterative algorithms; Optimal control; Robustness; Scientific computing;
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/TAC.1985.1103937
Filename :
1103937
Link To Document :
