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""" Computing zeroth matrix powers via Lakic 1998. | |
paper: "On the Computation of the Matrix k-th Root" | |
Suppose we have a matrix G = USV^T and we want to compute | |
G^0 defined via G^0 = UV^T. We might want to do this to run | |
"stochastic spectral descent" of Carlson et al 2015. The | |
naive way to do this is via the SVD. But we can also just do | |
(GG^T)^(-1/2) G or alternatively G (G^TG)^(-1/2) and apply | |
the iterative method from Lakic 1998. |