Asymptotic behavior of Iwasawa and Cholesky iterations

作者：Holmes Randall R; Huang Huajun; Tam Tin Yau^*

来源：Linear Algebra and Its Applications, 2013, 438(10): 3755-3768.

DOI：10.1016/j.laa.2011.04.043

• Semisimple Lie group
• Complete multiplicative Jordan decomposition
• Bruhat decomposition
• Asymptotic behavior
• Iwasawa iterations
• Cholesky iterations

We extend, in the context of a connected real semisimple Lie group, some results on the QR iteration and the Cholesky iteration of a nonsingular matrix. A group theoretic understanding of the abstract mechanisms of the iterations is obtained.

• 出版日期2013-5-15