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Mathematics of Computation
Journal of the American Mathematical Society
ISSN 1088-6842(e) ISSN 0025-5718(p)
     

An effective matrix geometric mean satisfying the Ando-Li-Mathias properties

Author(s): Dario A. Bini; Beatrice Meini; Federico Poloni.
Journal: Math. Comp. 79 (2010), 437-452.
MSC (2000): Primary 65F30; Secondary 15A48, 47A64
Posted: June 19, 2009
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Abstract: We propose a new matrix geometric mean satisfying the ten properties given by Ando, Li and Mathias [Linear Alg. Appl. 2004]. This mean is the limit of a sequence which converges superlinearly with convergence of order 3 whereas the mean introduced by Ando, Li and Mathias is the limit of a sequence having order of convergence 1. This makes this new mean very easily computable. We provide a geometric interpretation and a generalization which includes as special cases our mean and the Ando-Li-Mathias mean.


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Additional Information:

Dario A. Bini
Affiliation: Dipartimento di Matematica, Università di Pisa, Largo B. Pontecorvo 5, 56127 Pisa, Italy
Email: bini@dm.unipi.it

Beatrice Meini
Affiliation: Dipartimento di Matematica, Università di Pisa, Largo B. Pontecorvo 5, 56127 Pisa, Italy
Email: meini@dm.unipi.it

Federico Poloni
Affiliation: Scuola Normale Superiore, Piazza dei Cavalieri 6, 56126 Pisa, Italy
Email: poloni@sns.it

DOI: 10.1090/S0025-5718-09-02261-3
PII: S 0025-5718(09)02261-3
Keywords: Matrix geometric mean, geometric mean, positive definite matrix
Received by editor(s): December 22, 2008
Received by editor(s) in revised form: January 26, 2009
Posted: June 19, 2009
Copyright of article: Copyright 2009, American Mathematical Society
The copyright for this article reverts to public domain after 28 years from publication.


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