“…We stress that our method has an advantage over Fasi et al,
9 when applied to SHAMPOO. Fasi et al,
9 can only handle perturbations of the identity, so when applied to compute the square root of
it cannot use the square root of
(which is available from the previous iteration). Our algorithm, on the other hand, can use the fact that
for a low rank update of the previous iteration.…”