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Inversion of matrices and matrix functions as a nonlinear discrete system: Stability and sensitivity analysis

Inversion of matrices and matrix functions as a nonlinear discrete system: Stability and sensitivity analysis

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A technique for the recursive inversion of matrices and matrix functions is presented. The proposed method can be modelled as a discrete nonlinear dynamic system. Convergence, stability and robustness properties are discussed and eventually verified through various numerical experiments.

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