All Stories

  1. Methods for verified stabilizing solutions to continuous-time algebraic Riccati equations
  2. Principal Pivot Transforms of Quasidefinite Matrices and Semidefinite Lagrangian Subspaces
  3. An inverse-free ADI algorithm for computing Lagrangian invariant subspaces
  4. A structure-preserving doubling algorithm for Lur'e equations
  5. A note on forecasting demand using the multivariate exponential smoothing framework
  6. Duality of matrix pencils, Wong chains and linearizations
  7. Permuted Graph Matrices and Their Applications
  8. Componentwise accurate fluid queue computations using doubling algorithms
  9. Feasible generalized least squares estimation of multivariate GARCH(1, 1) models
  10. A closed-form estimator for the multivariate GARCH model
  11. Using permuted graph bases in control
  12. Quadratic vector equations
  13. A Deflation Approach for Large-Scale Lur'e Equations
  14. Doubling Algorithms with Permuted Lagrangian Graph Bases
  15. A generalized structured doubling algorithm for the numerical solution of linear quadratic optimal control problems
  16. A subspace shift technique for nonsymmetric algebraic Riccati equations associated with an M-matrix
  17. The Padé iterations for the matrix sign function and their reciprocals are optimal
  18. On the solution of a quadratic vector equation arising in Markovian Binary Trees
  19. A Perron Iteration for the Solution of a Quadratic Vector Equation Arising in Markovian Binary Trees
  20. Algorithms for Quadratic Matrix and Vector Equations
  21. Transforming algebraic Riccati equations into unilateral quadratic matrix equations
  22. A note on the O(n)-storage implementation of the GKO algorithm and its adaptation to Trummer-like matrices
  23. An effective matrix geometric mean satisfying the Ando–Li–Mathias properties
  24. A Fast Newton's Method for a Nonsymmetric Algebraic Riccati Equation