A survey and comparison of contemporary algorithms for computing the matrix geometric mean

Raf Vandebril, Ben Jeuris, Bart Vandereycken

Publication date: 25 April 2014

Published in: ETNA. Electronic Transactions on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: http://www.emis.de/journals/ETNA/vol.39.2012/pp379-402.dir/pp379-402.html

zbMATH Keywords

algorithm positive definite matrices numerical experiment Karcher mean Riemannian optimization matrix geometric mean

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Positive matrices and their generalizations; cones of matrices (15B48) Operator means involving linear operators, shorted linear operators, etc. (47A64) Numerical computation of matrix exponential and similar matrix functions (65F60)

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Uses Software

Matrix Means Toolbox

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