Positive-definite matrix

Results: 90



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21Matrices / Numerical linear algebra / Markov models / Cholesky decomposition / Operator theory / Matrix / Kalman filter / Symmetric matrix / Positive-definite matrix / Algebra / Linear algebra / Mathematics

NORGES TEKNISK-NATURVITENSKAPELIGE UNIVERSITET Marginal Variances for Gaussian Markov Random Fields by

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Source URL: www.math.ntnu.no

Language: English - Date: 2005-03-14 10:30:29
22Convex analysis / Homogeneous spaces / Lie groups / Riemannian geometry / Linear algebra / Convex hull / Convex set / Rotation matrix / Convex function / Geometry / Mathematics / Mathematical analysis

Computing Hulls And Centerpoints In Positive Definite Space∗ P. Thomas Fletcher John Moeller Jeff M. Phillips

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Source URL: www.cs.utah.edu

Language: English - Date: 2010-01-06 14:02:07
23Matrix theory / Matrices / Singular value decomposition / Hermitian matrix / Eigenvalues and eigenvectors / Rayleigh quotient / Matrix / Spectral theorem / Positive-definite matrix / Algebra / Linear algebra / Mathematics

MATHPractice problems for week 6 These are practice problems for the material discussed in lecture on Wednesday, Oct. 22, 2014. These problems will not be collected. 1. Find the eigenvalues of the matrix 

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Source URL: hkumath.hku.hk

Language: English - Date: 2014-10-21 20:24:41
24Covariance and correlation / Matrices / Multivariate statistics / Linear algebra / Data analysis / Semidefinite programming / Matrix / Covariance / Positive-definite matrix / Algebra / Mathematics / Statistics

Tree-Structured Statistical Modeling via Convex Optimization James Saunderson, Venkat Chandrasekaran, Pablo A. Parrilo and Alan S. Willsky Abstract— We develop a semidefinite-programming-based approach to stochastic mo

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Source URL: www.mit.edu

Language: English - Date: 2012-07-29 14:44:51
25Operator theory / Matrix theory / Hilbert space / Abstract algebra / Singular value decomposition / Positive-definite kernel / Projection / Matrix / Eigenvalues and eigenvectors / Algebra / Mathematics / Linear algebra

Kernel Extrapolation S.V.N. Vishwanathan a Karsten M. Borgwardt b,∗ Omri Guttman a Alex Smola a a Statistical Machine Learning Program, National ICT Australia,

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Source URL: www.stat.purdue.edu

Language: English - Date: 2008-09-11 13:00:23
26Matrix theory / Matrices / Functional analysis / Real algebraic geometry / Numerical linear algebra / Semidefinite programming / Positive-definite matrix / Matrix decomposition / Diagonal matrix / Algebra / Linear algebra / Mathematics

DIAGONAL AND LOW-RANK MATRIX DECOMPOSITIONS, CORRELATION MATRICES, AND ELLIPSOID FITTING∗ J. SAUNDERSON† , V. CHANDRASEKARAN‡ , P. A. PARRILO† , AND A. S. WILLSKY† Abstract. In this paper we establish links bet

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Source URL: www.mit.edu

Language: English - Date: 2012-12-21 13:22:47
27Operations research / Numerical linear algebra / Numerical analysis / Matrices / Positive-definite matrix / Cholesky decomposition / Quadratic programming / Semidefinite programming / Algebra / Mathematics / Mathematical optimization

RIGOROUS ENCLOSURES OF ELLIPSOIDS AND DIRECTED CHOLESKY FACTORIZATIONS FERENC DOMES, ARNOLD NEUMAIER ∗

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Source URL: www.mat.univie.ac.at

Language: English - Date: 2011-03-18 11:42:37
28Singular value decomposition / Matrix theory / Operator theory / Ellipsoid / Positive-definite matrix / Matrix / Eigenvalues and eigenvectors / Rank / Normal distribution / Algebra / Mathematics / Linear algebra

Diagonal and Low-Rank Decompositions and Fitting Ellipsoids to Random Points James Saunderson, Pablo A. Parrilo, Alan S. Willsky Abstract— Identifying a subspace containing signals of interest in additive noise is a ba

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Source URL: www.mit.edu

Language: English - Date: 2014-08-14 16:44:12
29Unitary matrix / Orthogonal matrix / Determinant / Matrix / Hermitian matrix / Skew-symmetric matrix / Positive-definite matrix / Algebra / Mathematics / Matrices

MATHHomework 4 This homework will be collected at the end of class on October 8, For each matrix A, find an orthogonal or unitary matrix Q and a diagonal matrix D such that Q∗ AQ = D.  2

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Source URL: hkumath.hku.hk

Language: English - Date: 2014-09-22 23:01:10
30Matrix theory / Matrices / Singular value decomposition / Operator theory / Spectral theorem / Eigenvalues and eigenvectors / Polar decomposition / Positive-definite matrix / Matrix / Algebra / Linear algebra / Mathematics

The University of Hong Kong MATHTest # 2 Solutions (Last updated: November 13, 2014) Name: UID:

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Source URL: hkumath.hku.hk

Language: English - Date: 2014-11-12 20:17:43
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