Krylov Iterative Methods for the Geometric Mean of Two Matrices Times a Vector
Numerical Analysis
2024-12-20 v2 Numerical Analysis
Abstract
In this work, we are presenting an efficient way to compute the geometric mean of two positive definite matrices times a vector. For this purpose, we are inspecting the application of methods based on Krylov spaces to compute the square root of a matrix. These methods, using only matrix-vector products, are capable of producing a good approximation of the result with a small computational cost.
Keywords
Cite
@article{arxiv.1903.01189,
title = {Krylov Iterative Methods for the Geometric Mean of Two Matrices Times a Vector},
author = {Jacopo Castellini},
journal= {arXiv preprint arXiv:1903.01189},
year = {2024}
}