A General Algorithm to Calculate the Inverse Principal p-th Root of Symmetric Positive Definite Matrices
Abstract
We address the general mathematical problem of computing the inverse p-th
root of a given matrix in an efficient way. A new method to construct iteration
functions that allow calculating arbitrary p-th roots and their inverses of
symmetric positive definite matrices is presented. We show that the order of
convergence is at least quadratic and that adaptively adjusting a parameter q
always leads to an even faster convergence. In this way, a...
Paper Details
Title
A General Algorithm to Calculate the Inverse Principal p-th Root of Symmetric Positive Definite Matrices
Published Date
Jan 1, 2019
Volume
25
Issue
2
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