Computing the Weighted Geometric Mean of Two Large-Scale Matrices and Its Inverse Times a Vector
DOI10.1137/16M1073315zbMath1383.65042OpenAlexW2402181420WikidataQ124936744 ScholiaQ124936744MaRDI QIDQ4604562
Massimiliano Fasi, Bruno Iannazzo
Publication date: 2 March 2018
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/16m1073315
algorithmnumerical exampleGaussian quadratureKrylov subspace methodsmatrix functionsmatrix weighted geometric mean
Functions whose values are linear operators (operator- and matrix-valued functions, etc., including analytic and meromorphic ones) (47A56) Iterative numerical methods for linear systems (65F10) Operator means involving linear operators, shorted linear operators, etc. (47A64) Numerical computation of matrix exponential and similar matrix functions (65F60)
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