A new stable and avoiding inversion iteration for computing matrix square root
Numerical Analysis
2022-06-22 v1 Numerical Analysis
Abstract
The objective of this research was to compute the principal matrix square root with sparse approximation. A new stable iterative scheme avoiding fully matrix inversion (SIAI) is provided. The analysis on the sparsity and error of the matrices involved during the iterative process is given. Based on the bandwidth and error analysis, a more efficient algorithm combining the SIAI with the filtering technique is proposed. The high computational efficiency and accuracy of the proposed method are demonstrated by computing the principal square roots of different matrices to reveal its applicability over the existing methods.
Cite
@article{arxiv.2206.10346,
title = {A new stable and avoiding inversion iteration for computing matrix square root},
author = {Li Zhu and Keqi Ye and Yuelin Zhao and Feng Wu and Jiqiang Hu and Wanxie Zhong},
journal= {arXiv preprint arXiv:2206.10346},
year = {2022}
}
Comments
19 pages, 3 figures