Direct formulation to Cholesky decomposition of a general nonsingular correlation matrix
نویسندگان
چکیده
منابع مشابه
On the Gelfand-naimark Decomposition of a Nonsingular Matrix
Let F = C or R and A ∈ GLn(F). Let s(A) ∈ R+ be the singular values of A, λ(A) ∈ C the unordered n-tuple of eigenvalues of A, a(A) := diag R ∈ R+, where A = QR is the QR decomposition of A, u(A) := diag U ∈ C, where A = LωU is any Gelfand-Naimark decomposition. We obtain complete relations between (1) u(A) and a(A), (2) u(A) and s(A), (3) u(A) and λ(A), and (4) a(A) and λ(A). We also study the ...
متن کاملOn Gelfand-naimark Decomposition of a Nonsingular Matrix
Let F = C or R and A ∈ GLn(F). Let s(A) ∈ R+ be the singular values of A, λ(A) ∈ C the unordered n-tuple of eigenvalues of A, a(A) := diagR ∈ R+, where A = QR is the QR decomposition of A, u(A) := diagU ∈ C, where A = LωU is any Gelfand-Naimark decomposition. We obtain complete relations between (1) u(A) and a(A), (2) u(A) and s(A), (3) u(A) and λ(A), and (4) a(A) and λ(A). We also study the re...
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ژورنال
عنوان ژورنال: Statistics & Probability Letters
سال: 2015
ISSN: 0167-7152
DOI: 10.1016/j.spl.2015.03.014