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21 - Positive Definite Matrices

from Part V - Applications, Developments, and Open Problems

Published online by Cambridge University Press:  10 October 2019

Houman Owhadi
Affiliation:
California Institute of Technology
Clint Scovel
Affiliation:
California Institute of Technology
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Summary

At the cost of some redundancy, to facilitate accessibility, the multiresolution decomposition and inversion of symmetric positive definite (SPD) matrices on finite-dimensional Euclidean space are developed in the Gamblet Transformand Decomposition framework.

Type
Chapter
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Operator-Adapted Wavelets, Fast Solvers, and Numerical Homogenization
From a Game Theoretic Approach to Numerical Approximation and Algorithm Design
, pp. 389 - 405
Publisher: Cambridge University Press
Print publication year: 2019

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  • Positive Definite Matrices
  • Houman Owhadi, California Institute of Technology, Clint Scovel, California Institute of Technology
  • Book: Operator-Adapted Wavelets, Fast Solvers, and Numerical Homogenization
  • Online publication: 10 October 2019
  • Chapter DOI: https://doi.org/10.1017/9781108594967.028
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  • Positive Definite Matrices
  • Houman Owhadi, California Institute of Technology, Clint Scovel, California Institute of Technology
  • Book: Operator-Adapted Wavelets, Fast Solvers, and Numerical Homogenization
  • Online publication: 10 October 2019
  • Chapter DOI: https://doi.org/10.1017/9781108594967.028
Available formats
×

Save book to Google Drive

To save content items to your account, please confirm that you agree to abide by our usage policies. If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account. Find out more about saving content to Google Drive.

  • Positive Definite Matrices
  • Houman Owhadi, California Institute of Technology, Clint Scovel, California Institute of Technology
  • Book: Operator-Adapted Wavelets, Fast Solvers, and Numerical Homogenization
  • Online publication: 10 October 2019
  • Chapter DOI: https://doi.org/10.1017/9781108594967.028
Available formats
×