نتایج جستجو برای: symmetric positive definite and triangular decomposition

تعداد نتایج: 16907909  

Journal: :Journal of Computational and Applied Mathematics 2007

2012
Kshitij Khare Bala Rajaratnam

Zeros in positive definite correlation matrices arise frequently in probability and statistics, and are intimately related to the notion of stochastic independence. The question of when zeros (i.e., sparsity) in a positive definite matrix A are preserved in its Cholesky decomposition, and vice versa, was addressed by Paulsen et al. [19] [see Journal of Functional Analysis, 85, 151-178]. In part...

Journal: :Numerical Lin. Alg. with Applic. 2008
Nicola Mastronardi Marc Van Barel Raf Vandebril

Recent progress in signal processing and estimation has generated considerable interest in the problem of computing the smallest eigenvalue of a symmetric positive definite Toeplitz matrix. Several algorithms have been proposed in the literature. Many of them compute the smallest eigenvalue in an iterative fashion, relying on the Levinson–Durbin solution of sequences of Yule–Walker systems. Exp...

Journal: :Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2012

Journal: :Proceedings of the American Mathematical Society 2003

1988
KNUT STAMNES

Nakajima and Tanaka showed that the algebraic eigenvalue problem occurring in the discrete ordinate and matrix operator methods can be reduced to finding eigenvalues and eigenvectors of the product of two symmetric matrices, one of which is positive definite. Here, we show that the Cholesky decomposition of this positive definite matrix can be used to convert the eigenvalue problem into one inv...

Amiya Kumar l Shyama Madhumangal Pal,

In this paper, some elementary operations on triangular fuzzynumbers (TFNs) are defined. We also define some operations on triangularfuzzy matrices (TFMs) such as trace and triangular fuzzy determinant(TFD). Using elementary operations, some important properties of TFMs arepresented. The concept of adjoints on TFM is discussed and some of theirproperties are. Some special types of TFMs (e.g. pu...

2017
Jianxin Wu

1 Linear algebra 2 1.1 Inner product, norm, distance, and orthogonality . . . . . . . . . 2 1.2 Angle and inequality . . . . . . . . . . . . . . . . . . . . . . . . . 3 1.3 Vector projection . . . . . . . . . . . . . . . . . . . . . . . . . . . 4 1.4 Basics of matrices . . . . . . . . . . . . . . . . . . . . . . . . . . 5 1.5 Matrix multiplication . . . . . . . . . . . . . . . . . . . . . . . ....

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