We consider the problem of computing the square root of a perturbation of the scaled identity matrix, A = αIn +UV ∗, where U and V are n×k matrices with k ≤ n.
We consider the problem of computing the square root of a perturbation of the scaled identity matrix, \(A = \alpha I_n + UV^*\), where \(U\) and \(V\) are ...
Computing the square root of a low-rank perturbation of the scaled identity matrix. Fasi, Massimiliano; Higham, Nicholas J.; Liu, Xiaobo.
Jun 3, 2022 · We consider the problem of computing the square root of a perturbation of the scaled identity matrix, A = α Iₙ + UVᴴ, where U and V are n × k ...
Two matrix approximation problems are considered: approximation of a rectangular complex matrix by subunitary matrices with respect to unitarily invariant norms ...
Computing the square root of a low-rank perturbation of the scaled identity matrix. About. The MATLAB code in this repository was used to produce the figures ...
May 13, 2023 · We consider the problem of computing the square root of a perturbation of the scaled identity matrix, A = α I n + U V H , where U and V are n × ...
Aug 9, 2023 · Given a low rank perturbation to a matrix, we argue that a low-rank approximate correction to the (inverse) square root exists.
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Computing the Square Root of a Low-Rank Perturbation of the Scaled Identity Matrix (with M. Fasi and X. Liu), SIAM J. Matrix Anal. Appl., 44(1):156–174 ...
Computing the square root of a low-rank perturbation of the scaled identity matrix. M Fasi, NJ Higham, X Liu. SIAM Journal on Matrix Analysis and Applications ...