Results 21 to 30 of about 1,100,887 (279)
On The Frobenius Condition Number of Positive Definite Matrices
Journal of Inequalities and Applications, 2010 We present some lower bounds for the Frobenius condition number of a positive definite matrix depending on trace, determinant, and Frobenius norm of a positive definite matrix and compare these results with other results. Also, we give a relation for the
Ramazan Türkmen +1 more
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A new S-type eigenvalue inclusion set for tensors and its applications
Journal of Inequalities and Applications, 2016 In this paper, a new S-type eigenvalue localization set for a tensor is derived by dividing N = { 1 , 2 , … , n } $N=\{1,2,\ldots,n\}$ into disjoint subsets S and its complement.
Zheng-Ge Huang +3 more
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Revista Integración, 2022 In this paper we prove among others that, if the positive definite matrices A, B of order n satisfy the condition 0 < mIn ≤ B − A ≤ M In, for some constants 0 < m < M, where In is the identity matrix, then0 ≤ (1 − t) [det (A)]−1 + t [det (A + mIn)]−1 − [
Silvestru Sever Dragomir
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Positive definite hyperfunctions [PDF]
Nagoya Mathematical Journal, 1995 S. Bochner proved the following theorem in [B].
Chung, Jaeyoung +2 more
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Extensions of the Eneström-Kakeya theorem for matrix polynomials
Special Matrices, 2019 The classical Eneström-Kakeya theorem establishes explicit upper and lower bounds on the zeros of a polynomial with positive coefficients and has been generalized for positive definite matrix polynomials by several authors.
Melman A.
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Positive definite branched continued fractions of special form
Karpatsʹkì Matematičnì Publìkacìï, 2013 Research of the class of branched continued fractions of special form, whose denominators do not equal to zero, is proposed and the connection of such fraction with a certain quadratic form is established.
R.I. Dmytryshyn
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Positive Definite Norm Dependent Matrices In Stochastic Modeling
Demonstratio Mathematica, 2014 Positive definite norm dependent matrices are of interest in stochastic modeling of distance/norm dependent phenomena in nature. An example is the application of geostatistics in geographic information systems or mathematical analysis of varied spatial ...
Kuniewski Sebastian P. +1 more
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Cholesky-based model averaging for covariance matrix estimation
Statistical Theory and Related Fields, 2017 Estimation of large covariance matrices is of great importance in multivariate analysis. The modified Cholesky decomposition is a commonly used technique in covariance matrix estimation given a specific order of variables.
Hao Zheng +3 more
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Positive definite collections of disks
, 2006 Let $Q(z,w)=-\prod_{k=1}^n [(z-a_k)(\bar{w}-\bar{a}_k)-R_k^2]$. M. Putinar and B. Gustafsson proved recently that the matrix $Q(a_i,a_j)$, $1\leq i,j\leq n$, is positive definite if disks $|z-a_i|
Tkachev, Vladimir
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Five‐Year Disease Progression in Synuclein Seeding Positive Sporadic Parkinson's Disease
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective To provide a comprehensive description of disease progression in synuclein seeding assay (SAA) positive sporadic Parkinson Disease participants, using Neuronal Synuclein Disease integrated biological and functional impairment staging framework.
Paulina Gonzalez‐Latapi +19 more
wiley +1 more source