Numerical Solution of High Order Matrix Riccati Equations.
Petko Hr. PetkovNicolai ChristovMichail M. KonstantinovPublished in: WNAA (1996)
Keyphrases
- numerical solution
- high order
- partial differential equations
- differential equations
- low order
- low rank
- lower order
- higher order
- matrix valued
- pairwise
- finite element
- finite difference
- anisotropic diffusion
- tensor decomposition
- numerical methods
- dynamical systems
- ordinary differential equations
- energy functional
- singular value decomposition
- covariance matrix
- boundary value problem
- exact solution
- linear systems
- bit rate
- markov random field
- denoising