Positive-definite matrix

Results: 90



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71Covariance and correlation / Cholesky decomposition / Operator theory / Correlation and dependence / Symmetric matrix / Mathematical analysis / Mathematics / Numerical linear algebra / Matrices

Positive semi-definite correlation matrix completion Peter J¨ackel∗ Christian Kahl† First version: 6th May 2009

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Source URL: www.pjaeckel.webspace.virginmedia.com

Language: English - Date: 2011-07-26 17:45:31
72Matrices / Numerical linear algebra / Matrix theory / Matrix / Positive-definite matrix / Symmetric matrix / Determinant / Algebra / Linear algebra / Mathematics

An Implementation of Orrick's Algorithm

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Source URL: www.loria.fr

Language: English - Date: 2010-05-15 03:45:46
73Matrices / Matrix theory / Matrix / Invertible matrix / P-matrix / Similar matrix / Eigenvalues and eigenvectors / Positive-definite matrix / Orthogonal matrix / Algebra / Linear algebra / Mathematics

Generating and Detecting Matrices with Positive Principal Minors

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Source URL: www.math.wsu.edu

Language: English - Date: 2002-06-04 17:06:45
74Matrices / Matrix theory / Sparse matrices / Positive-definite matrix / Matrix / M-matrix / Nonnegative matrix / Z-matrix / Invertible matrix / Algebra / Linear algebra / Mathematics

The Electronic Journal of Linear Algebra ISSN[removed]A publication of the International Linear Algebra Society Volume 9, pp[removed], September 2002

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Source URL: www.math.technion.ac.il

Language: English - Date: 2002-09-12 01:19:12
75Matrices / Matrix theory / Symmetric matrix / Matrix / Positive-definite matrix / Diagonal matrix / Determinant / Nonnegative matrix / Eigenvalues and eigenvectors / Algebra / Linear algebra / Mathematics

CONDITIONS FOR THE POSITIVITY OF DETERMINANTS Charles R. Johnson ∗ Department of Mathematics College of William and Mary Williamsburg, VA 23187

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Source URL: www.math.wsu.edu

Language: English - Date: 2001-08-08 12:00:57
76Operations research / Convex analysis / Convex optimization / Linear algebra / Semidefinite programming / Linear matrix inequality / Conic optimization / Positive-definite matrix / Dual cone and polar cone / Mathematical optimization / Mathematics / Algebra

Semidefinite and Cone Programming Bibliography/Comments Henry Wolkowicz ∗ (Revised January 31, 2011)

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Source URL: orion.math.uwaterloo.ca

Language: English - Date: 2014-05-12 10:13:04
77Matrices / Matrix theory / Matrix / Determinant / Trace / Hermitian matrix / Invertible matrix / Eigenvalues and eigenvectors / Positive-definite matrix / Algebra / Linear algebra / Mathematics

The Matrix Cookbook [ http://matrixcookbook.com ] Kaare Brandt Petersen

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Source URL: orion.uwaterloo.ca

Language: English - Date: 2013-12-02 22:31:34
78Probability and statistics / Robot control / Control theory / Kalman filter / Markov chain / Matrix / Positive-definite matrix / Covariance / Spectral radius / Statistics / Markov models / Markov processes

Lecture Summary: Markov Jump Linear Systems Vijay Gupta∗ and Richard M. Murray †

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Source URL: www.eeci-institute.eu

Language: English - Date: 2010-07-05 06:04:59
79Matrix theory / Matrices / Abstract algebra / Matrix / Determinant / Trace / Invertible matrix / Positive-definite matrix / Eigenvalues and eigenvectors / Algebra / Linear algebra / Mathematics

The Matrix Cookbook Kaare Brandt Petersen Michael Syskind Pedersen

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Source URL: www.mit.edu

Language: English - Date: 2008-02-12 11:31:43
80Numerical linear algebra / Cholesky decomposition / QR decomposition / Positive-definite matrix / LU decomposition / Gaussian elimination / Matrix / Trace / Symmetric matrix / Algebra / Linear algebra / Mathematics

Analysis of the Cholesky Decomposition of a Semi-definite Matrix Nicholas J. Higham

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

Language: English - Date: 2008-11-19 15:39:28
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