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Frobenius Iteration for the Matrix Polar Decomposition

Dubrulle, Augustin A.

HPL-94-117

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Abstract: Higham's iterative computation of the matrix polar decomposition uses an acceleration parameter derived from economical approximations of the l(sub)2 norm and nearly optimum for that norm. It is shown here that the iteration based on a parameter optimum for the Frobenius norm converges as fast as the l(sub2) iteration and lends itself to more efficient implementation and easier iteration control. The description of a practical algorithm is included for illustration.

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