The geometric mean of two matrices from a computational viewpoint

Details The geometric mean of two matrices from a computational viewpoint The geometric mean of two matrices from a computational viewpoint

2011-12-30

arxiv.org/abs/1201.0101v1

Mathematics

Numerical Analysis

Scientific paper

The geometric mean of two matrices is considered and analyzed from a computational viewpoint. Some useful theoretical properties are derived and an analysis of the conditioning is performed. Several numerical algorithms based on different properties and representation of the geometric mean are discussed and analyzed and it is shown that most of them can be classified in terms of the rational approximations of the inverse square root functions. A review of the relevant applications is given.

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