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
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