Geodesic
A one parameter method for the matrix inverse square root
Applications of Mathematics, Tome 42 (1997) no. 6, pp. 401-410 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

Voir la notice de l'article

This paper is motivated by the paper [3], where an iterative method for the computation of a matrix inverse square root was considered. We suggest a generalization of the method in [3]. We give some sufficient conditions for the convergence of this method, and its numerical stabillity property is investigated. Numerical examples showing that sometimes our generalization converges faster than the methods in [3] are presented.
This paper is motivated by the paper [3], where an iterative method for the computation of a matrix inverse square root was considered. We suggest a generalization of the method in [3]. We give some sufficient conditions for the convergence of this method, and its numerical stabillity property is investigated. Numerical examples showing that sometimes our generalization converges faster than the methods in [3] are presented.
DOI : 10.1023/A:1022229028633
Classification : 65F10, 65F30
Keywords: Newton method; matrix inverse square root; iterative process 
@article{10_1023_A:1022229028633,
     author = {Laki\'c, Slobodan},
     title = {A one parameter method for the matrix inverse square root},
     journal = {Applications of Mathematics},
     pages = {401--410},
     year = {1997},
     volume = {42},
     number = {6},
     doi = {10.1023/A:1022229028633},
     mrnumber = {1475049},
     zbl = {0938.65072},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.1023/A:1022229028633/}
}
TY  - JOUR
AU  - Lakić, Slobodan
TI  - A one parameter method for the matrix inverse square root
JO  - Applications of Mathematics
PY  - 1997
SP  - 401
EP  - 410
VL  - 42
IS  - 6
UR  - http://geodesic.mathdoc.fr/articles/10.1023/A:1022229028633/
DO  - 10.1023/A:1022229028633
LA  - en
ID  - 10_1023_A:1022229028633
ER  - 
%0 Journal Article
%A Lakić, Slobodan
%T A one parameter method for the matrix inverse square root
%J Applications of Mathematics
%D 1997
%P 401-410
%V 42
%N 6
%U http://geodesic.mathdoc.fr/articles/10.1023/A:1022229028633/
%R 10.1023/A:1022229028633
%G en
%F 10_1023_A:1022229028633
Lakić, Slobodan. A one parameter method for the matrix inverse square root. Applications of Mathematics, Tome 42 (1997) no. 6, pp. 401-410. doi: 10.1023/A:1022229028633

Cité par Sources :