Experimental evaluation of new SLICOT solvers for linear matrix equations based on the matrix sign function.

Vasile Sima Peter Benner

Published in: CACSD (2008)

Keyphrases

experimental evaluation
square root
semidefinite
pseudo inverse
covariance matrix

singular value decomposition
piecewise linear
linear systems
data sets
linear algebra

matrix representation
numerical solution
laplace transform
symmetric matrix
finite difference

linear equations
linear programming
least squares
objective function