| Title:
|
Riccati-like flows and matrix approximations (English) |
| Author:
|
Helmke, Uwe |
| Author:
|
Prechtel, Michael |
| Author:
|
Shayman, Mark A. |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
29 |
| Issue:
|
6 |
| Year:
|
1993 |
| Pages:
|
563-582 |
| . |
| Category:
|
math |
| . |
| MSC:
|
34A30 |
| MSC:
|
65F30 |
| MSC:
|
93B11 |
| MSC:
|
93B25 |
| MSC:
|
93B40 |
| MSC:
|
93C15 |
| idZBL:
|
Zbl 0802.65058 |
| idMR:
|
MR1264887 |
| . |
| Date available:
|
2009-09-24T18:43:50Z |
| Last updated:
|
2012-06-06 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/125038 |
| . |
| Reference:
|
[1] G. Eckart, G. Young: The approximation of one matrix by another of lower rank.Psychometrika / (1936), 211-218. |
| Reference:
|
[2] G. H. Golub, C. Van Loan: An analysis of the total least squares problem.SIAM J. Numer. Anal. 17 (1980), 883-843. Zbl 0468.65011, MR 0595451 |
| Reference:
|
[3] G. H. Golub A. Hoffmann, G. W. Stewart: A generalization of the Eckart-Young-Mirsky matrix approximation theorem.Linear Algebra Appl. 88/89 (1987), 317-327. MR 0882452 |
| Reference:
|
[4] U. Helmke, J. B. Moore: Optimization and Dynamical Systems.Springer-Verlag, Berlin 1993. MR 1299725 |
| Reference:
|
[5] U. Helmke, M. A. Shayman: Critical points of matrix least squares distance functions.Linear Algebra Appl., to appear. Zbl 0816.15026, MR 1317470 |
| Reference:
|
[6] N. J. Higham: Computing a nearest symmetric positive semidefinite matrix.Linear Algebra Appl. 103 (1988), 103-118. Zbl 0649.65026, MR 0943997 |
| Reference:
|
[7] B. De Moor, J. David: Total linear least squares and the algebraic Riccati equation.Systems Control Lett. 5 (1992), 329-337. Zbl 0763.93085, MR 1180311 |
| Reference:
|
[8] J. B. Moore R. E. Mahony, U. Helmke: Recursive gradient algorithms for eigenvalue and singular value decomposition.SIAM J. Matrix Anal. Appl., to appear. MR 1282700 |
| . |
