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