* Fred lunnon <fred.lunnon@gmail.com> [May 21. 2006 13:57]:
On 5/20/06, Joerg Arndt <arndt@jjj.de> wrote: [...]
By the way, I hadn't come across the "matrix sign" function before. The iteration given for sign(A) is B := A; B := (B + B^{-1})/2 which raises a couple of questions in my mind. [...]
There are a number of connections between matrix sign, sqrt, polar decomposition, and re-orthogonalization. I wrote something down in the fxtbook: Section 15.5 "Some applications of the matrix square root" pp.412ff. I'd be extremely grateful for feedback on that section. Most important (IMHO) you do not need the inversion at all. Note that I cowardly omitted the "where/when will it converge" issue. P.S.: the server www.jjj.de will be down for the next few hours.