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2012.26: A Recursive Blocked Schur Algorithm for Computing the Matrix Square Root

2012.26: Edvin Deadman, Nicholas J. Higham and Rui Ralha (2012) A Recursive Blocked Schur Algorithm for Computing the Matrix Square Root.

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The Schur method for computing a matrix square root reduces the matrix to the Schur triangular form and then computes a square root of the triangular matrix. We show that by using a recursive blocking technique the computation of the square root of the triangular matrix can be made rich in matrix multiplication. Numerical experiments making appropriate use of level 3 BLAS show significant speedups over the point algorithm, both in the square root phase and in the algorithm as a whole. The excellent numerical stability of the point algorithm is shown to be preserved by recursive blocking. These results are extended to the real Schur method. Recursive blocking is also shown to be effective for multiplying triangular matrices.

Item Type:MIMS Preprint
Uncontrolled Keywords:matrix function square root Schur recursive
Subjects:MSC 2000 > 15 Linear and multilinear algebra; matrix theory
MSC 2000 > 65 Numerical analysis
MIMS number:2012.26
Deposited By:Dr Edvin Deadman
Deposited On:30 January 2012

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