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

Author:

Soleymani F.1,Sharifi M.1,Shateyi S.2,Khaksar Haghani F.1

Affiliation:

1. Department of Mathematics, Islamic Azad University, Shahrekord Branch, Shahrekord, Iran

2. Department of Mathematics and Applied Mathematics, School of Mathematical and Natural Sciences, University of Venda, Private Bag X5050, Thohoyandou 0950, South Africa

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.

Publisher

Hindawi Limited

Subject

Applied Mathematics,Analysis

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