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FORTRAN subroutines for computing the square root covariance filter and square root information filter in dense and Hessenberg form

Bibliographic reference Vanbegin, M. ; Van Dooren, Paul ; Charlier, J.P.. FORTRAN subroutines for computing the square root covariance filter and square root information filter in dense and Hessenberg form. In: ACM Transactions on Mathematical Software, Vol. 15, p. 243-256 (1989)
Permanent URL http://hdl.handle.net/2078.1/80855