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Inversion Free Algorithms for Computing the Principal Square Root of a Matrix

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  • Nicholas Assimakis
  • Maria Adam

Abstract

New algorithms are presented about the principal square root of an matrix . In particular, all the classical iterative algorithms require matrix inversion at every iteration. The proposed inversion free iterative algorithms are based on the Schulz iteration or the Bernoulli substitution as a special case of the continuous time Riccati equation. It is certified that the proposed algorithms are equivalent to the classical Newton method. An inversion free algebraic method, which is based on applying the Bernoulli substitution to a special case of the continuous time Riccati equation, is also proposed.

Suggested Citation

  • Nicholas Assimakis & Maria Adam, 2014. "Inversion Free Algorithms for Computing the Principal Square Root of a Matrix," International Journal of Mathematics and Mathematical Sciences, Hindawi, vol. 2014, pages 1-8, June.
    • Handle: RePEc:hin:jijmms:613840
    DOI: 10.1155/2014/613840
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