A method of approximate factorization of positive definite matrix functions

Gigla Janashia; Edem Lagvilava

Studia Mathematica (1999)

  • Volume: 137, Issue: 1, page 93-100
  • ISSN: 0039-3223

Abstract

top
An algorithm of factorization of positive definite matrix functions of second order is proposed.

How to cite

top

Janashia, Gigla, and Lagvilava, Edem. "A method of approximate factorization of positive definite matrix functions." Studia Mathematica 137.1 (1999): 93-100. <http://eudml.org/doc/216677>.

@article{Janashia1999,
abstract = {An algorithm of factorization of positive definite matrix functions of second order is proposed.},
author = {Janashia, Gigla, Lagvilava, Edem},
journal = {Studia Mathematica},
keywords = {positive definite matrix function; factorization; positive definite matrix functions},
language = {eng},
number = {1},
pages = {93-100},
title = {A method of approximate factorization of positive definite matrix functions},
url = {http://eudml.org/doc/216677},
volume = {137},
year = {1999},
}

TY - JOUR
AU - Janashia, Gigla
AU - Lagvilava, Edem
TI - A method of approximate factorization of positive definite matrix functions
JO - Studia Mathematica
PY - 1999
VL - 137
IS - 1
SP - 93
EP - 100
AB - An algorithm of factorization of positive definite matrix functions of second order is proposed.
LA - eng
KW - positive definite matrix function; factorization; positive definite matrix functions
UR - http://eudml.org/doc/216677
ER -

References

top
  1. [1] P. L. Duren, Theory of H p Spaces, Academic Press, 1970. Zbl0215.20203
  2. [2] A. N. Kolmogorov, Stationary sequences in Hilbert space, Vestnik Moskov. Gos. Univ. 2 (1941), 1-40 (in Russian). 
  3. [3] P. Masani, The prediction theory of multivariate stochastic processes, III, Acta Math. 104 (1960), 141-162. Zbl0096.11505
  4. [4] N. Wiener, On the factorization of matrices, Comm. Math. Helv. 29 (1955), 97-111. Zbl0064.06301
  5. [5] N. Wiener and E. J. Akutowicz, A factorization of positive Hermitian matrices, J. Math. Mech. 8 (1959), 111-120. Zbl0082.28103
  6. [6] N. Wiener and P. Masani, The prediction theory of multivariate stochastic processes, I, Acta Math. 98 (1957), 111-150. Zbl0080.13002
  7. [7] N. Wiener and P. Masani, The prediction theory of multivariate stochastic processes, II, ibid. 99 (1958), 93-137. 

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

                
Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.