A fast convergent numerical method for matrix sign function with application in SDEs (Q2255727): Difference between revisions

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+A Padé family of iterations for the matrix sign function and related problems
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+The matrix sign function
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+Linear model reduction and solution of the algebraic Riccati equation by use of the sign function†
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+Functions of Matrices
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+Rational Iterative Methods for the Matrix Sign Function
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+The Padé iterations for the matrix sign function and their reciprocals are optimal
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+A Padé family of iterations for the matrix sector function and the matrix <i>p</i> th root
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+The Mathematica GuideBook for Numerics
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+A Family of Rational Iterations and Its Application to the Computation of the Matrix <i>p</i>th Root
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+On Deriving the Inverse of a Sum of Matrices
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+Q3029980
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+Modeling with Itô Stochastic Differential Equations
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+Numerical approximation of the product of the square root of a matrix with a vector
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+Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients
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+Matrix-sign algorithms for Riccati equations
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+Numerical Solution of Algebraic Riccati Equations
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+Construction of Equivalent Stochastic Differential Equation Models
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