• 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 a \\oplus b {\\underline {\\underline \\Delta } } (a^{2} + b^{2})^{1/2} of two real numbers a and b 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 A \\oplus B 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