An Algorithm for Computing Geometric Mean of Two Hermitian Positive Definite Matrices via Matrix Sign
Keyword(s):
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.
2013 ◽
Vol 438
(4)
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pp. 1564-1569
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2017 ◽
Vol 533
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pp. 118-131
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2015 ◽
Vol 5
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pp. 1-12
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Keyword(s):
2022 ◽
1972 ◽
Vol 15
(1)
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pp. 51-56
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1997 ◽
Vol 251
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pp. 1-20
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