GitHub

How to compute the square root of a matrix with R.

(1) I tried to optimize the existing function "sqrtm" in package "expm" with Rcpp. (2) Implemented another two algorithms computing the square root of matrix, Babylonian method and Denman Beavers ...
IEEE

Eigenfactor solution of the matrix Riccati equation--A continuous square root algorithm

Abstract: This paper introduces a new algorithm for solving the matrix Riccati equation. Differential equations for the eigenvalues and eigenvectors of the solution matrix are developed in which their ...
IEEE

FTZNN for Static Matrix Square Root

Abstract: In this chapter, a finite‐time zeroing neural network (FTZNN) model is proposed and studied for finding the matrix square root. The FTZNN model fully utilizes a nonlinearly activated sign‐bi ...
GitHub

Matrix square root for PyTorch

A PyTorch function to compute the square root of a matrix with gradient support. The input matrix is assumed to be positive definite as matrix square root is not differentiable for matrices with zero ...
Scientific Research Publishing

Sensor Fusion with Square-Root Cubature Information Filtering ()

This paper derives a square-root information-type filtering algorithm for nonlinear multi-sensor fusion problems using the cubature Kalman filter theory. The resulting filter is called the square-root ...