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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| Formato: | article |
| Idioma: | eng |
| Publicado em: |
2016
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| Texto completo: | http://hdl.handle.net/1822/42071 |
| País: | Portugal |
| Oai: | oai:repositorium.sdum.uminho.pt:1822/42071 |