Conditioning and Error Estimation in the Numerical Solution of Matrix Riccati Equations.
Petko Hr. PetkovMichail M. KonstantinovNicolai ChristovPublished in: NAA (2004)
Keyphrases
- numerical solution
- error estimation
- differential equations
- partial differential equations
- matrix valued
- error estimates
- model selection
- ordinary differential equations
- finite difference
- finite element
- boundary value problem
- numerical methods
- generalization error
- difference equations
- exact solution
- data sets
- dynamical systems
- numerical integration
- anisotropic diffusion
- cross validation
- upper bound
- object recognition