An optimum iteration for the matrix polar decomposition
Electronic transactions on numerical analysis, Tome 8 (1999), pp. 21-25
It is shown that an acceleration parameter derived from the Frobenius norm makes Newton's iteration for the computation of the polar decomposition optimal and monotonic in norm. A simple machine-independent stopping criterion ensues. These features are extended to Gander's formulas for full-rank rectangular matrices.
@article{ETNA_1999__8__a8,
author = {Dubrulle, A.A.},
title = {An optimum iteration for the matrix polar decomposition},
journal = {Electronic transactions on numerical analysis},
pages = {21--25},
year = {1999},
volume = {8},
zbl = {0939.65068},
language = {en},
url = {http://geodesic.mathdoc.fr/item/ETNA_1999__8__a8/}
}
Dubrulle, A.A. An optimum iteration for the matrix polar decomposition. Electronic transactions on numerical analysis, Tome 8 (1999), pp. 21-25. http://geodesic.mathdoc.fr/item/ETNA_1999__8__a8/