A Class of Approximations for Positive Definite Symmetric Matrices, with Applications.
AIR FORCE AERO PROPULSION LAB WRIGHT-PATTERSON AFB OHIO
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Given two symmetric positive definite matrices A and B of the same size, approximations CA to B are discussed. Methods of derivation of such approximations are presented. An application to approximate solution of a linear time-varying system is explored. Author
- Theoretical Mathematics