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Numerical Behaviour of Higham's Scaled Method for Polar Decomposition

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Abstract

We present a rounding error analysis of Higham's scaled method for computing the polar decomposition of a nonsingular complex matrix. Under certain natural conditions we prove that the method computes acceptable polar factors.

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Authors and Affiliations

  1. Institute of Applied Mathematics and Mechanics, University of Warsaw, ul. Banacha 2, 02-097, Warsaw, Poland

    Andrzej Kiełbasiński

  2. Institute of Mathematics, Wrocław University of Technology, ul. Wybrzeże Wyspiańskiego 27, 50-370, Wrocław, Poland

    Krystyna Ziętak

Authors
  1. Andrzej Kiełbasiński
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  2. Krystyna Ziętak
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Kiełbasiński, A., Ziętak, K. Numerical Behaviour of Higham's Scaled Method for Polar Decomposition. Numerical Algorithms 32, 105–140 (2003). https://doi.org/10.1023/A:1024098014869

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