Scaled Fixed Point Algorithm for Computing the Matrix Square Root
Numerical Analysis
2020-02-21 v1 Numerical Analysis
Abstract
This paper addresses the numerical solution of the matrix square root problem. Two fixed point iterations are proposed by rearranging the nonlinear matrix equation and incorporating a positive scaling parameter. The proposals only need to compute one matrix inverse and at most two matrix multiplications per iteration. A global convergence result is established. The numerical comparisons versus some existing methods from the literature, on several test problems, demonstrate the efficiency and effectiveness of our proposals.
Cite
@article{arxiv.2002.08471,
title = {Scaled Fixed Point Algorithm for Computing the Matrix Square Root},
author = {Harry F. Oviedo and Hugo J. Lara and Oscar S. Dalmau},
journal= {arXiv preprint arXiv:2002.08471},
year = {2020}
}