Recursive Solution of Certain Structured Linear Systems
From MaRDI portal
Publication:3537444
DOI10.1137/060656115zbMath1160.15005OpenAlexW1994828768MaRDI QIDQ3537444
Publication date: 6 November 2008
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Full work available at URL: http://dare.uva.nl/personal/pure/en/publications/recursive-solution-of-certain-structured-linear-systems(cc42ae38-7a8c-4b7a-af5f-8cd8253788cf).html
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Hermitian, skew-Hermitian, and related matrices (15B57) Linear equations (linear algebraic aspects) (15A06)
Related Items