Laurent expansion of the inverse of perturbed, singular matrices.

Pedro González-Rodríguez Miguel Moscoso Manuel Kindelan

Published in: J. Comput. Phys. (2015)

Keyphrases

original data
correlation matrix
singular value decomposition
symmetric positive definite
covariance matrices
real time
real world
multiscale
singular values
positive definite
orthogonal matrices
systems of linear equations