Skip to main navigation Skip to search Skip to main content

Stopping criteria for the Ando-Li-Mathias and Bini-Meini-Poloni geometric means

  • Kyungpook National University

Research output: Contribution to journal › Article › peer-review

Abstract

We provide an upper bound for the number of iterations necessary to achieve a desired level of accuracy for the Ando-Li-Mathias [Linear Algebra Appl. 385 (2004) 305-334] and Bini-Meini-Poloni [Math. Comput. 79 (2010) 437-452] symmetrization procedures for computing the geometric mean of n positive definite matrices, where accuracy is measured by the spectral norm and the Thompson metric on the convex cone of positive definite matrices. It is shown that the upper bound for the number of iterations depends only on the diameter of the set of n matrices and the desired convergence tolerance. A striking result is that the upper bound decreases as n increases on any bounded region of positive definite matrices.

Original languageEnglish
Pages (from-to)1884-1892
Number of pages9
JournalLinear Algebra and Its Applications
Volume434
Issue number8
DOIs
StatePublished - 15 Apr 2011
Externally publishedYes

Keywords

  • ALM and BMP symmetrization procedure
  • Matrix geometric mean
  • Positive definite matrix
  • Stopping criterion

Fingerprint

Dive into the research topics of 'Stopping criteria for the Ando-Li-Mathias and Bini-Meini-Poloni geometric means'. Together they form a unique fingerprint.

Cite this