A Padé approximation method for square roots of symmetric positive definite matrices
Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
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Detail(s)
| Original language | English |
|---|---|
| Pages (from-to) | 833-845 |
| Journal / Publication | SIAM Journal on Matrix Analysis and Applications |
| Volume | 19 |
| Issue number | 3 |
| Publication status | Published - Jul 1998 |
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| DOI | DOI |
|---|---|
| Attachment(s) | Documents
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| Link to Scopus | https://www.scopus.com/record/display.uri?eid=2-s2.0-0039448072&origin=recordpage |
| Permanent Link | https://scholars.cityu.edu.hk/en/publications/publication(ef35fd32-a0f6-4d55-a138-b1f3680aaa1f).html |
Abstract
A numerical method for computing the square root of a symmetric positive definite matrix is developed in this paper. It is based on the Padé approximation of √1 + x in the prime fraction form. A precise analysis allows us to determine the minimum number of terms required in the Padé approximation for a given error tolerance. Theoretical studies and numerical experiments indicate that the method is more efficient than the standard method based on the spectral decomposition, unless the condition number is very large.
Research Area(s)
- Matrix square root, Padé approximation, Prime fraction form
Citation Format(s)
A Padé approximation method for square roots of symmetric positive definite matrices. / Lu, Ya Yan.
In: SIAM Journal on Matrix Analysis and Applications, Vol. 19, No. 3, 07.1998, p. 833-845.
In: SIAM Journal on Matrix Analysis and Applications, Vol. 19, No. 3, 07.1998, p. 833-845.
Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
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