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dc.contributor.authorHigham, Nicholas J.en_US
dc.contributor.authorSchreiber, Robert S.en_US
dc.date.accessioned2007-04-23T17:34:48Z
dc.date.available2007-04-23T17:34:48Z
dc.date.issued1988-10en_US
dc.identifier.citationhttp://techreports.library.cornell.edu:8081/Dienst/UI/1.0/Display/cul.cs/TR88-942en_US
dc.identifier.urihttps://hdl.handle.net/1813/6782
dc.description.abstractThe polar decomposition of an $m x n$ matrix $A$ of full rank, where $m \geq n$, can be computed using a quadratically convergent algorithm of Higham [SIAM J. Sci. Stat. Comput., 7 (1986), pp.1160-1174]. The algorithm is based on a Newton iteration involving a matrix inverse. We show how with the use of a preliminary complete orthogonal decomposition the algorithm can be extended to arbitrary $A$. We also describe how to use the algorithm to compute the positive semi-definite square root of a Hermitian positive semi-definite matrix. We formulate a hybrid algorithm which adaptively switches from the matrix inversion based iteration to a matrix multiplication based iteration due to Kovarik, and to Bjorck and Bowie. The decision when to switch is made using a condition estimator. This "matrix multiplication rich" algorithm is shown to be more efficient on machines for which matrix multiplication can be executed 1.5 times faster than matrix inversion.en_US
dc.format.extent889385 bytes
dc.format.extent185559 bytes
dc.format.mimetypeapplication/pdf
dc.format.mimetypeapplication/postscript
dc.language.isoen_USen_US
dc.publisherCornell Universityen_US
dc.subjectcomputer scienceen_US
dc.subjecttechnical reporten_US
dc.titleFast Polar Decomposition of an Arbitrary Matrixen_US
dc.typetechnical reporten_US


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