ON THE COMPUTATION OF A MATRIX INVERSE SQUARE ROOT

被引:11
作者
SHERIF, N
机构
[1] Department of Mathematics, Kuwait University, Safat, 13060
关键词
ITERATIVE METHODS; NEWTON METHOD; MATRIX FUNCTION; SYMMETRICAL ORTHOGONALIZATION;
D O I
10.1007/BF02257775
中图分类号
TP301 [理论、方法];
学科分类号
081202 ;
摘要
The inverse square root of a matrix plays a role in the computation of an optimal symmetric orthogonalization of a set of vectors. We suggest two iterative techniques to compute an inverse square root of a given matrix. The two schemes are analyzed and their numerical stability properties are investigated.
引用
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页码:295 / 305
页数:11
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