Fast enclosure for a matrix inverse square root

被引：6
|
作者：
Miyajima, Shinya [1 ]
机构：
[1] Gifu Univ, Fac Engn, Gifu 5011193, Japan
来源：
LINEAR ALGEBRA AND ITS APPLICATIONS | 2015年 / 467卷
关键词：
Matrix function; Matrix inverse square root; Numerical enclosure; Verified computation;
D O I：
10.1016/j.laa.2014.11.007
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
A fast algorithm for computing an interval matrix containing the inverse square root of an n x n matrix A is proposed. This algorithm utilizes numerical spectral decomposition of A and requires only O(n(3)) operations. The principal property and uniqueness of the contained inverse square root can moreover be verified by the proposed algorithm. Numerical results show the effectiveness and efficiency of this algorithm. (C) 2014 Elsevier Inc. All rights reserved.
引用
收藏
页码：116 / 135
页数：20
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