Inversion Free Algorithms for Computing the Principal Square Root of a Matrix

New algorithms are presented about the principal square root of an n×n matrix A. In particular, all the classical iterative algorithms require matrix inversion at every iteration. The proposed inversion free iterative algorithms are based on the Schulz iteration or the Bernoulli substitution as a sp...

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Bibliographic Details
Main Authors: Nicholas Assimakis, Maria Adam
Format: Article
Language:English
Published: Wiley 2014-01-01
Series:International Journal of Mathematics and Mathematical Sciences
Online Access:http://dx.doi.org/10.1155/2014/613840
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Summary:New algorithms are presented about the principal square root of an n×n matrix A. In particular, all the classical iterative algorithms require matrix inversion at every iteration. The proposed inversion free iterative algorithms are based on the Schulz iteration or the Bernoulli substitution as a special case of the continuous time Riccati equation. It is certified that the proposed algorithms are equivalent to the classical Newton method. An inversion free algebraic method, which is based on applying the Bernoulli substitution to a special case of the continuous time Riccati equation, is also proposed.
ISSN:0161-1712
1687-0425