Fast enclosure for a matrix inverse square root

A fast algorithm for computing an interval matrix containing the inverse square root of an n×n matrix A is proposed. This algorithm utilizes numerical spectral decomposition of A and requires only O(n3) operations. The principal property and uniqueness of the contained inverse square root can moreov...

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Bibliographic Details

Published in:	Linear algebra and its applications Vol. 467; pp. 116 - 135
Main Author:	Miyajima, Shinya
Format:	Journal Article
Language:	English
Published:	Elsevier Inc 15.02.2015
Subjects:	Matrix function Matrix inverse square root Numerical enclosure Verified computation 65G50 65G20 Numerical enclosure 65F30 Matrix inverse square root Matrix function Verified computation 65F05
ISSN:	0024-3795, 1873-1856
Online Access:	Get full text
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