Ordinary differential equations (ODEs) are commonly used to model dynamic behavior of a system. Because many parameters are unknown and have to be estimated from the observed data, there is growing ...

In this paper, an algorithm for computing some of the largest (smallest) generalized eigenvalues with corresponding eigenvectors of a sparse symmetric positive definite matrix pencil is presented.

Solving systems of linear equations. Use and application of matrices including inverses, determinants, eigenvalues and eigenvectors. Solving difference equations. Differential and integral calculus ...