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Update README.md (#31)
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filtron authored Dec 7, 2023
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The Gramian, $G(A, B)$, is positive semi-definite and therefore has an upper triangular Cholesky factor, $U(A, B)$.
This package provides algorithms for computing both $e^A$ and $U(A, B)$,
without having to form $G(A, B)$ as an intermediate step.
This avoids the problem of failing Cholesky factorization when computing $G(A, B)$ directly leads to a numerically non-positive definite matrix.
This avoids the problem of failing Cholesky factorizations when computing $G(A, B)$ directly leads to a numerically non-positive definite matrix.

## Application

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## Installation

```julia
] add https://github.com/filtron/FiniteHorizonGramians.jl.git
] FiniteHorizonGramians
```

## Basic usage
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