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An Algorithm for Computing Geometric Mean of Two Hermitian Positive Definite Matrices via Matrix Sign

Author

Listed:
  • F. Soleymani
  • M. Sharifi
  • S. Shateyi
  • F. Khaksar Haghani

Abstract

Using the relation between a principal matrix square root and its inverse with the geometric mean, we present a fast algorithm for computing the geometric mean of two Hermitian positive definite matrices. The algorithm is stable and possesses a high convergence order. Some experiments are included to support the proposed computational algorithm.

Suggested Citation

Handle: RePEc:wly:jnlaaa:v:2014:y:2014:i:1:n:978629
DOI: 10.1155/2014/978629
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