Recent content by amateur82

A diagonal matrix is trivially a fixed point of this process. (As for a diagonal matrix, A=B, and consequently, X=Y.) Numerical experiments show that all these sequences seem to converge to a diagonal matrix, yet the rate of convergence is different, even for matrices of same dimension. So...

I noticed a funny thing. The Cholesky decomposition can be defined as X=AB, where A is lower triangular. Generally Y=BA is not X, but Y seems to be a positive definite matrix. I wonder if there is any special properties to the pair (X,Y). I know that a positive definite matrix can be interpreted...