Results 61 to 70 of about 649,170 (367)
Multivariate transient price impact and matrix-valued positive definite functions
, 2015 We consider a model for linear transient price impact for multiple assets that takes cross-asset impact into account. Our main goal is to single out properties that need to be imposed on the decay kernel so that the model admits well-behaved optimal ...
Alfonsi, Aurélien +2 more
core +3 more sources
On the inverse of a matrix with positive definite symmetric component
Linear Algebra and its Applications, 1991 AbstractLet A + vB be an n × n real matrix, where A is a symmetric and positive definite matrix, B is a skew-symmetric matrix, and v is a real parameter. An expression of the inverse Z(v)=(A + vB)-1 as a sum of powers of the matrix H = A-1B is derived. Furthermore, upper bounds for Z(v) and the limit of Z(v) as |v|→+∞ are obtained.
Giuseppe Buffoni, Enea Crea S. Teresa
openaire +2 more sources
International Journal of Adaptive Control and Signal Processing, EarlyView.The cost as a function of the number of experiments for a non‐symmetric 21×21$$ 21\times 21 $$ system. Four approaches are shown: the proposed stochastic conjugate gradient ILC (SCGILC) method (), deterministic conjugate gradient ILC (), stochastic gradient descent ILC () and deterministic gradient descent ILC ().
Leontine Aarnoudse, Tom Oomen
wiley +1 more source
A unified treatment for the restricted solutions of the matrix equation $AXB=C$
AIMS Mathematics, 2020 In this paper, the Hermitian, skew-Hermitian, Re-nonnegative definite, Re-positive definite, Re-nonnegative definite least-rank and Re-positive definite least-rank solutions of the matrix equation $AXB= C$ are considered.
Jiao Xu +4 more
doaj +1 more source
Explicit solutions to correlation matrix completion problems, with an application to risk management and insurance [PDF]
Royal Society Open Science, 2018 We derive explicit solutions to the problem of completing a partially specified correlation matrix. Our results apply to several block structures for the unspecified entries that arise in insurance and risk management, where an insurance company with ...
Dan I. Georgescu +2 more
doaj +1 more source
Deep Two-Way Matrix Reordering for Relational Data Analysis [PDF]
arXiv, 2021 Matrix reordering is a task to permute the rows and columns of a given observed matrix such that the resulting reordered matrix shows meaningful or interpretable structural patterns. Most existing matrix reordering techniques share the common processes of extracting some feature representations from an observed matrix in a predefined manner, and ...
arxiv
General Matrix-Matrix Multiplication Using SIMD features of the PIII [PDF]
Euro-Par '00 Proceedings from the 6th International Euro-Par
Conference on Parallel Processing (2000) Pages 980-983, 2019 Generalised matrix-matrix multiplication forms the kernel of many mathematical algorithms. A faster matrix-matrix multiply immediately benefits these algorithms. In this paper we implement efficient matrix multiplication for large matrices using the floating point Intel Pentium SIMD (Single Instruction Multiple Data) architecture.
arxiv +1 more source
Strictly Hermitian Positive Definite Functions
, 2004 Let H be any complex inner product space with inner product . We say that f : C -->C is Hermitian positive definite on H if the matrix $$(f())_{r,s=1}^n \eqno(*)$$ is Hermitian positive definite for all choice of z^1,...,z^n in H, all n.
Pinkus, Allan
core +4 more sources
Positive definite matrix and its proof method
Journal of Physics: Conference Series, 2021 Abstract Advanced algebra is a required course of undergraduate mathematics, which plays a fundamental role in completing the study of other professional courses for students. Matrix theory is an important branch of mathematics, it is not only a basic subject, but also themost practical value.
openaire +2 more sources
A Q‐Learning Algorithm to Solve the Two‐Player Zero‐Sum Game Problem for Nonlinear Systems
International Journal of Adaptive Control and Signal Processing, Volume 39, Issue 3, Page 566-581, March 2025.A Q‐learning algorithm to solve the two‐player zero‐sum game problem for nonlinear systems. ABSTRACT This paper deals with the two‐player zero‐sum game problem, which is a bounded L2$$ {L}_2 $$‐gain robust control problem. Finding an analytical solution to the complex Hamilton‐Jacobi‐Issacs (HJI) equation is a challenging task.
Afreen Islam +2 more
wiley +1 more source