Krylov iterative methods for the geometric mean of two matrices times a vector.

Autor: Castellini, Jacopo
Předmět:
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