Mercurial > matrix-functions
view mftoolbox/sqrtm_newton.m @ 0:8f23314345f4 draft
Create local repository for matrix toolboxes. Step #0 done.
author | Antonio Pino Robles <data.script93@gmail.com> |
---|---|
date | Wed, 06 May 2015 14:56:53 +0200 |
parents | |
children |
line wrap: on
line source
function [X,k] = sqrtm_newton(A,scal,maxit) %SQRTM_NEWTON Matrix square root by Newton iteration (unstable). % [X,k] = SQRTM_NEWTON(A,SCAL,MAXIT) computes the principal % square root X of the matrix A by an unstable Newton iteration. % SCAL specifies whether scaling is used (SCAL = 1) or not % (SCAL = 0, default). % MAXIT (default 25) is the maximum number of iterations allowed. % k is the number of iterations. n = length(A); if nargin < 2, scal = 0; end if nargin < 3, maxit = 25; end tol = mft_tolerance(A); accel_tol = 1e-2; % Precise value not important. need_accel = 1; X = A; for k = 1:maxit if need_accel && scal > 0 mu = (abs(det(X))/sqrt(abs(det(A))))^(-1/n); X = mu*X; end Xold = X; X = (X + X\A)/2; reldiff = norm(X-Xold,'fro')/norm(X,'fro'); if need_accel && (reldiff < accel_tol), need_accel = false; end if reldiff <= tol, return, end end error('Not converged after %2.0f iterations', maxit)