On the Matrix Square Root via Geometric Optimization

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On the Matrix Square Root via Geometric Optimization

This paper is triggered by the preprint [P. Jain, C. Jin, S.M. Kakade, and P. Netrapalli. Computing matrix squareroot via non convex local search. Preprint, arXiv:1507.05854, 2015.], which analyzes gradient-descent for computing the square root of a positive definite matrix. Contrary to claims of Jain et al., the author’s experiments reveal that Newton-like methods compute matrix square roots r...

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ژورنال

عنوان ژورنال: The Electronic Journal of Linear Algebra

سال: 2016

ISSN: 1081-3810

DOI: 10.13001/1081-3810.3196