Article
Keywords:
Newton method; matrix inverse square root; iterative process
Summary:
This paper is motivated by the paper [3], where an iterative method for the computation of a matrix inverse square root was considered. We suggest a generalization of the method in [3]. We give some sufficient conditions for the convergence of this method, and its numerical stabillity property is investigated. Numerical examples showing that sometimes our generalization converges faster than the methods in [3] are presented.
References:
[4] G.W. Stewart:
Introduction to Matrix Computation. Academic Pres, New York, 1974.
MR 0458818