Condition Numbers and Backward Error of a Matrix Polynomial Equation Arising in Stochastic Models.
Jie MengSang-Hyup SeoHyun-Min KimPublished in: J. Sci. Comput. (2018)
Keyphrases
- stochastic models
- condition number
- condition numbers
- numerical stability
- linear algebra
- stochastic model
- stochastic processes
- interior point methods
- marginal distributions
- least squares
- correlation matrix
- regression model
- matrix inversion
- power spectrum
- convergence rate
- convex optimization
- primal dual
- random fields
- covariance matrix
- computational complexity
- numerical methods
- sparse matrix
- sufficient conditions
- linear programming
- singular value decomposition