Computing the Polar Decomposition—with Applications

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Computing the Polar Decomposition—with Applications

A quadratically convergent Newton method for computing the polar decomposition of a full-rank matrix is presented and analysed. Acceleration parameters are introduced so as to enhance the initial rate of convergence and it is shown how reliable estimates of the optimal parameters may be computed in practice. To add to the known best approximation property of the unitary polar factor, the Hermit...

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We derive iterative methods for computing the Fréchet derivative of the map which sends a full-rank matrix A to the factor U in its polar decomposition A = UH, where U has orthonormal columns and H is Hermitian positive definite. The methods apply to square matrices as well as rectangular matrices having more rows than columns. Our derivation relies on a novel identity that relates the Fréchet ...

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ژورنال

عنوان ژورنال: SIAM Journal on Scientific and Statistical Computing

سال: 1986

ISSN: 0196-5204,2168-3417

DOI: 10.1137/0907079