Given a symmetrix positive definite matrix Q and a non-singular matrix L, Find symmetric positive definite solution X such that X = Q + L (X inv) L^T. Reference: Benner, P., FaBbender, H. On the Solution of the Rational Matrix Equation.
Package details |
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Author | Aditi Tiwari |
Maintainer | Aditi Tiwari <aditi.jec31@gmail.com> |
License | GPL-2 |
Version | 0.1.0 |
Package repository | View on GitHub |
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