Contact

CQFD team, INRIA
Office B417
Bordeaux Sud-Ouest research center
200 avenue de la Vieille Tour
33405 Talence Cedex
France

Email : raphael.coudret@inria.fr

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Vassili Blandin studied autoregressive processes during his PhD in the ALEA team.

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Matrix Computations
by Golub G. H. and Van Loan C. F. (2012)

Algorithms to perform various matrix decompositions are presented in this book. Their performances and their usefulness are illustrated.