Rank-1 matrix differential equations for structured eigenvalue optimization.
Nicola GuglielmiChristian LubichStefano SiciliaPublished in: CoRR (2022)
Keyphrases
- differential equations
- dynamical systems
- covariance matrix
- perturbation theory
- brownian motion
- numerical solution
- ordinary differential equations
- difference equations
- transmission line
- eigenvalue problems
- semidefinite
- numerical methods
- partial differential equations
- multiscale
- boundary value problem
- optimal control problems
- singular values
- higher order
- search space
- feature space
- symmetric matrix
- machine learning
- neural network