Comments on 'Bounds for the eigenvalues of the solution matrix of the algebraic Riccati equation' by E. Yaz.
Adam CzornikPublished in: Int. J. Syst. Sci. (2000)
Keyphrases
- hamilton jacobi
- singular value decomposition
- covariance matrix
- differential equations
- singular values
- mathematical model
- correlation matrix
- linear equations
- matrix inversion
- boundary value problem
- symmetric matrices
- theoretical guarantees
- lower bound
- linear algebra
- covariance matrices
- numerical methods
- positive definite
- symmetric matrix
- orthogonal matrices
- nonlinear equations
- linear complementarity problem
- least squares