Rank-1 Matrix Differential Equations for Structured Eigenvalue Optimization.
Nicola GuglielmiChristian LubichStefano SiciliaPublished in: SIAM J. Numer. Anal. (2023)
Keyphrases
- differential equations
- dynamical systems
- covariance matrix
- optimal control problems
- numerical methods
- perturbation theory
- ordinary differential equations
- boundary value problem
- partial differential equations
- numerical solution
- eigenvalue problems
- nonlinear differential equations
- least squares
- singular values
- transmission line
- correlation matrix
- brownian motion
- feed forward artificial neural networks
- singular value decomposition