Algorithm 19. Calculation of all eigenvalues of a real matrix
A. Rakus (1972)
Applicationes Mathematicae
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A. Rakus (1972)
Applicationes Mathematicae
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Jitka Segethová (1972)
Aplikace matematiky
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Fridrich Sloboda (1976)
Aplikace matematiky
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Valentina Ciccone, Augusto Ferrante, Mattia Zorzi (2019)
Kybernetika
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The problem of decomposing a given covariance matrix as the sum of a positive semi-definite matrix of given rank and a positive semi-definite diagonal matrix, is considered. We present a projection-type algorithm to address this problem. This algorithm appears to perform extremely well and is extremely fast even when the given covariance matrix has a very large dimension. The effectiveness of the algorithm is assessed through simulation studies and by applications to three real benchmark...
Popoviciu, Ioan (2003)
Analele Ştiinţifice ale Universităţii “Ovidius" Constanţa. Seria: Matematică
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Gabriela Kálnová (1996)
Archivum Mathematicum
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Summary: The paper deals with a pivoting modification of the algorithm in the class of ABS methods. Numerical experiments compare this pivoting modification with the fundamental version. A hybrid algorithm for the solution of the linear system with the Hankel matrix is introduced.