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...

Celý popis

Uloženo v:
Podrobná bibliografie
Vydáno v:Linear algebra and its applications Ročník 467; s. 116 - 135
Hlavní autor: Miyajima, Shinya
Médium: Journal Article
Jazyk:angličtina
Vydáno: Elsevier Inc 15.02.2015
Témata:
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
On-line přístup:Získat plný text
Tagy: Přidat tag
Žádné tagy, Buďte první, kdo vytvoří štítek k tomuto záznamu!
Popis
Shrnutí: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 moreover be verified by the proposed algorithm. Numerical results show the effectiveness and efficiency of this algorithm.
ISSN:0024-3795
1873-1856
DOI:10.1016/j.laa.2014.11.007