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A Globally Convergent Iterative Method for Matrix Sign Function and Its Application for Determining the Eigenvalues of a Matrix Pencil.

Munish KansalVanita SharmaPallvi SharmaLorentz Jäntschi
Published in: Symmetry (2024)
Keyphrases
  • covariance matrix
  • singular value decomposition
  • globally convergent
  • low rank
  • global convergence