On the benefits of the \(L D L^T\) factorization for large-scale differential matrix equation solvers (Q2348933)

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On the benefits of the \(L D L^T\) factorization for large-scale differential matrix equation solvers
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    On the benefits of the \(L D L^T\) factorization for large-scale differential matrix equation solvers (English)
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    16 June 2015
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    large-scale
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    matrix differential equations
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    low-rank
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    Riccati equations
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    Lyapunov equations
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