9 Sep
2010
9 Sep
'10
2:33 a.m.
The quotation [other mail] of Pawe{\l} Zieli\'{n}ski seems to be straight out of Higham/Schreiber: {Fast polar decomposition of an arbitrary matrix}, SIAM J. Sci. Stat. Comput., 11(4):648--655, July 1990. near bottom of the web page http://www.maths.manchester.ac.uk/~higham/papers/matrix-functions.php First page: "The decomposition always exists, H is the unique Hermitian positive semidefinite square root of A*A (i.e., H (A*A)^{I/2}), and U is unique if and only if A has full rank (these properties are proved in [section] 2)." [...]