Extended Krylov Subspaces: Approximation of the Matrix Square Root and Related Functions.

Vladimir Druskin Leonid Knizhnerman

Published in: SIAM J. Matrix Anal. Appl. (1998)

Keyphrases

square root
floating point
kalman filtering
euclidean norm
arrival rate
euclidean space
probability density function
prior knowledge
riemannian manifolds