Cholesky decomposition

Results: 129



#Item
61Numerical linear algebra / Matrices / Cholesky decomposition / LAPACK / Symmetric matrix / Matrix / Array programming / Band matrix / Triangular matrix / Algebra / Linear algebra / Mathematics

F07 – Linear Equations (LAPACK) f07hd NAG Toolbox for Matlab nag_lapack_dpbtrf (f07hd)

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Source URL: www.nag.co.uk

Language: English - Date: 2013-09-12 05:20:30
62Numerical linear algebra / Matrix theory / Singular value decomposition / Data analysis / Cholesky decomposition / Operator theory / Eigenvalues and eigenvectors / Matrix / Conjugate gradient method / Algebra / Mathematics / Linear algebra

B IG & Q UIC: Sparse Inverse Covariance Estimation for a Million Variables Cho-Jui Hsieh, M´aty´as A. Sustik, Inderjit S. Dhillon, Pradeep Ravikumar Department of Computer Science University of Texas at Austin {cjhsieh

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Source URL: www.cs.utexas.edu

Language: English - Date: 2013-11-10 17:25:28
63Matrices / Operator theory / Trigonometry / Cholesky decomposition / Numerical linear algebra / Positive-definite matrix / Inner product space / Matrix / Schur complement / Algebra / Linear algebra / Mathematics

An Improved Arc Algorithm for Detecting Definite Hermitian Pairs Chun-Hua Guo, Nicholas J. Higham and Fran¸coise Tisseur November 2008

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Source URL: eprints.ma.man.ac.uk

Language: English - Date: 2009-06-30 10:40:46
64Numerical linear algebra / Matrices / Operator theory / Positive-definite matrix / Cholesky decomposition / Inner product space / Matrix / Conjugate gradient method / Schur complement / Algebra / Linear algebra / Mathematics

AN IMPROVED ARC ALGORITHM FOR DETECTING DEFINITE HERMITIAN PAIRS∗ CHUN-HUA GUO† , NICHOLAS J. HIGHAM‡ , AND FRANC ¸ OISE TISSEUR‡ Abstract. A 25-year old and somewhat neglected algorithm of Crawford and Moon att

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Source URL: eprints.ma.man.ac.uk

Language: English - Date: 2009-06-30 10:39:30
65Time series analysis / Vector autoregression / Numerical linear algebra / Variance decomposition / Variance / Shock / Gross domestic product / Cholesky decomposition / Covariance matrix / Statistics / Econometrics / Data analysis

Foreign Entanglements: Estimating the Source and Size of Spillovers Across Industrial Countries; Tamim Bayoumi and Andrew Swiston; IMF Working Paper[removed]; July 1, 2007

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Source URL: www.cid.harvard.edu

Language: English - Date: 2008-02-20 16:26:53
66Matrix theory / Multivariate statistics / Non-negative matrix factorization / Matrix / Stochastic gradient descent / Least squares / Mathematical optimization / Cholesky decomposition / Algebra / Mathematics / Linear algebra

Large-Scale Matrix Factorization with Distributed Stochastic Gradient Descent Rainer Gemulla1 Peter J. Haas2

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Source URL: dws.informatik.uni-mannheim.de

Language: English - Date: 2014-09-29 11:40:16
67Matrix theory / Numerical linear algebra / Matrices / Sparse matrices / Symmetric matrix / Matrix decomposition / Matrix / Cholesky decomposition / Singular value decomposition / Algebra / Linear algebra / Mathematics

Fast and Elegant Numerical Linear Algebra Using the RcppEigen Package Douglas Bates Dirk Eddelbuettel

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Source URL: cran.r-project.org

Language: English - Date: 2014-08-21 08:49:11
68Linear algebra / Matrix / System of linear equations / Cholesky decomposition / Interval / Gaussian elimination / Interval finite element / Interval arithmetic / Algebra / Mathematics / Numerical linear algebra

[removed]PIMS - large.cdr

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Source URL: www.uregina.ca

Language: English - Date: 2014-03-12 16:17:21
69Numerical linear algebra / Cholesky decomposition / LU decomposition / Parallel computing / Gaussian elimination / Matrix decomposition / Multi-core processor / Thread / Cell / Algebra / Linear algebra / Mathematics

Microsoft Word - lu sc final v6 ph.doc

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Source URL: upc.lbl.gov

Language: English - Date: 2010-05-06 00:14:42
70Numerical linear algebra / Matrices / Matrix theory / Signal processing / Independent component analysis / Orthogonal matrix / Cholesky decomposition / Eigendecomposition of a matrix / Matrix / Algebra / Linear algebra / Mathematics

IEEE TRANSACTIONS ON SIGNAL PROCESSING, VOL. 53, NO. 10, OCTOBER[removed]Consistent Independent Component Analysis and Prewhitening

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Source URL: www.stat.berkeley.edu

Language: English - Date: 2007-07-25 07:26:57
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