if let , we derive the concise form

The above M equations can be written in a matrix form:

The above of equation 4 can be computed by solving a polynomial of the form:

equation 5 can also be written in a form:

The coefficients of the polynomial can be computed by solving the following equation:

We use the method proposed by Toh and Trefethen (1994) to compute the roots of equation 6. If the roots are solved, the can be computed using equation 3. Finally, the components are computed based on the equation below(For details see Appendix):

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2020-07-18