Krylov Iterative Methods for the Geometric Mean of Two Matrices Times a Vector

03/04/2019

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by   Jacopo Castellini, et al.

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In this work, we are presenting an efficient way to compute the geometric mean of two positive definite matrices times a vector. For this purpose, we are inspecting the application of methods based on Krylov spaces to compute the square root of a matrix. These methods, using only matrix-vector products, are capable of producing a good approximation of the result with a small computational cost.