Results 341 to 350 of about 649,170 (367)

On the existence of a positive definite solution of the matrix equation

International Journal of Computer Mathematics, 2001
In this paper, an efficient and numerically stable algorithm for computing the positive definite solution of the nonlinear equation is proposed. Some properties of the solution are discussed as well as the sufficient conditions for the existence are obtained.
Mohamed A. Ramadan, Salah M. El-Sayed
openaire   +2 more sources

Computing the logarithm of a symmetric positive definite matrix

Applied Numerical Mathematics, 1998
A numerical method for computing the logarithm of a symmetric positive definite matrix is developed in this paper. It is based on reducing the original matrix to a tridiagonal matrix by orthogonal similarity transformations and applying Pade approximations to the logarithm of the tridiagonal matrix.
openaire   +2 more sources

Real-time computation of the eigenvector corresponding to the smallest eigenvalue of a positive definite matrix

, 1994
In the real-time applications of many signal processing algorithms, such as the TLS (Total Least Squares) algorithm, it is desired to compute as fast as possible the eigenvector corresponding to the smallest eigenvalue of a positive definite matrix. This
Fa-Long Luo, Li Yanda
semanticscholar   +1 more source

High quality preconditioning of a general symmetric positive definite matrix based on its U

, 1998
A new matrix decomposition of the form A D U T U C U T R C R T U is proposed and investigated, where U is an upper triangular matrix (an approximation to the exact Cholesky factor U0), and R is a strictly upper triangular error matrix (with small ...
I. Kaporin
semanticscholar   +1 more source

Positive-Definite Matrix Processes of Finite Variation

2006
Processes of finite variation, which take values in the positive semidefinite matrices and are representable as the sum of an integral with respect to time and one with respect to an extended Poisson random measure, are considered. For such processes we derive conditions for the square root (and the r-th power with 0 < r < 1) to be of finite ...
Barndorff-Nielsen, Ole Eiler, Stelzer, Robert   +1 more
openaire   +2 more sources

Positive definite matrix approximation with condition number constraint

Optimization Letters, 2014
Mirai Tanaka, K. Nakata
semanticscholar   +2 more sources

Image clustering based on hermetian positive definite matrix and radial Jacobi moments

International Symposium on Computer Vision, 2018
A. Hjouji, M. Jourhmane, J. El-Mekkaoui, H. Qjidaa, Ahmed El Khalfi   +4 more
semanticscholar   +1 more source

Globally convergent Jacobi methods for positive definite matrix pairs

Numerical Algorithms, 2017
V. Hari
semanticscholar   +1 more source

Factorization of positive definite rational matrix functions

2010
The central theme of this chapter is the state space analysis of rational matrix functions with Hermitian values either on the real line, on the imaginary axis, or on the unit circle. The main focus will be on rational matrix functions that take positive definite values on one of these contours.
Harm Bart, Marinus A. Kaashoek, André C. M. Ran   +2 more
openaire   +2 more sources

A property of the eigenvalues of the symmetric positive definite matrix and the iterative algorithm for coupled Sylvester matrix equations

Journal of the Franklin Institute, 2014
Huamin Zhang, F. Ding
semanticscholar   +1 more source