Fast enclosure for a matrix inverse square root

作者：Miyajima Shinya^*

来源：Linear Algebra and Its Applications, 2015, 467: 116-135.

DOI：10.1016/j.laa.2014.11.007

• Matrix function
• Matrix inverse square root
• Numerical enclosure
• Verified computation

A fast algorithm for computing an interval matrix containing the inverse square root of an n x n matrix A is proposed. This algorithm utilizes numerical spectral decomposition of A and requires only O(n(3)) operations. The principal property and uniqueness of the contained inverse square root can moreover be verified by the proposed algorithm. Numerical results show the effectiveness and efficiency of this algorithm.

• 出版日期2015-2-15