Riemannian Optimal Identification Method for Linear Systems With Symmetric Positive-Definite Matrix
نویسندگان
چکیده
منابع مشابه
Parallel Numerical Algorithms for Symmetric Positive Definite Linear Systems
We give a matrix factorization for the solution of the linear system Ax = f , when coefficient matrix A is a dense symmetric positive definite matrix. We call this factorization as "WW T factorization". The algorithm for this factorization is given. Existence and backward error analysis of the method are given. The WDWT factorization is also presented. When the coefficient matrix is a symmetric...
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ژورنال
عنوان ژورنال: IEEE Transactions on Automatic Control
سال: 2020
ISSN: 0018-9286,1558-2523,2334-3303
DOI: 10.1109/tac.2019.2957350