Matrix arithmetic-geometric mean and the computation of the algorithm

We investigate the stability of the matrix arithmetic-geometric mean (AGM) iteration. We show that the classical formulation of this iteration may be not stable (a necessary and su cient condition for its stability is given) and investigate the numerical properties of alternative formulations. It tu...

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Bibliographic Details
Main Author: Cardoso, João R. (author)
Other Authors: Ralha, Rui (author)
Format: article
Language:eng
Published: 2016
Subjects:
Arithmetic-geometric mean iteration
Fréchet derivative
Stability
Convergence
Matrix logarithm
Matrix square root
Elliptic integrals
Matrix sauare root
Ciências Naturais::Outras Ciências Naturais
Science & Technology
Online Access:http://hdl.handle.net/1822/42071
Country:Portugal
Oai:oai:repositorium.sdum.uminho.pt:1822/42071

Internet

http://hdl.handle.net/1822/42071

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