Mercurial > matrix-functions
view mftoolbox/sqrtm_newton_full.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_full(A, X0) %SQRTM_NEWTON_FULL Matrix square root by full Newton method. % [X,K] = SQRTM_NEWTON_FULL(A, X0) applies Newton's method to % compute a square root X of the matrix A, with starting matrix X0. % Default: X0 = A. K is the number of iterations. if nargin < 2, X0 = A; end X = X0; tol = mft_tolerance(A); maxit = 50; for k = 1:maxit Xold = X; R = A - X^2; % Solve XE + EX = R. E = sylvsol(X,X,R); X = X + E; reldiff = norm(X - Xold,inf)/norm(X,inf); if reldiff <= tol; return; end end error('Not converged after %2.0f iterations', maxit)