Krylov iterative methods for the geometric mean of two matrices times a vector.
Autor: | Castellini, Jacopo |
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Zdroj: | Numerical Algorithms; Feb2017, Vol. 74 Issue 2, p561-571, 11p |
Abstrakt: | In this work, we are presenting an efficient way to compute the geometric mean of two positive definite matrices times a vector. For this purpose, we are inspecting the application of methods based on Krylov spaces to compute the square root of a matrix. These methods, using only matrix-vector products, are capable of producing a good approximation of the result with a small computational cost. [ABSTRACT FROM AUTHOR] |
Databáze: | Complementary Index |
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