An Algorithm for Computing Geometric Mean of Two Hermitian Positive Definite Matrices via Matrix Sign

F. Soleymani, M. Sharifi, S. Shateyi and F. Khaksar Haghani

Abstract and Applied Analysis, 2014, vol. 2014, 1-6

Abstract:

Using the relation between a principal matrix square root and its inverse with the geometric mean, we present a fast algorithm for computing the geometric mean of two Hermitian positive definite matrices. The algorithm is stable and possesses a high convergence order. Some experiments are included to support the proposed computational algorithm.

Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlaaa:978629

DOI: 10.1155/2014/978629

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