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On the computation of a matrix inverse square root
Sherif N. Computing46 (4):295-305,1991.Type:Article
Date Reviewed: Feb 1 1993

Given an n -by- n nonsingular matrix A, the solution to X 2 A = I is called an inverse square root of A and is denoted by X = A - 1&slash;2. The inverse square root of a matrix is relevant to finding an optimal symmetric orthogonalization of a set of vectors in matrix theory. Computational methods for finding the square root of a matrix have been studied by various authors, including Higham [1]. This paper considers the inverse square root.

Two iterative techniques are suggested for computing the inverse square root, A - 1&slash;2, of A. Each approach involves an application of Newton’s method to the matrix equation F ( X ) = ( XA ) - 1 - X = 0. The two schemes are analyzed and their numerical properties are discussed. Some small numerical examples are also provided.

Reviewer:  R. J. Plemmons Review #: CR116204
1) Higham, N. Computing square roots of a real matrix. Linear Algebra Appl. 88/89 (1987), 405–410.
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Matrix Inversion (G.1.3 ... )
 
 
Stability (And Instability) (G.1.0 ... )
 
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