Results 71 to 80 of about 2,871 (211)
Moore-Penrose inverse of a hollow symmetric matrix and a predistance matrix
By a hollow symmetric matrix we mean a symmetric matrix with zero diagonal elements. The notion contains those of predistance matrix and Euclidean distance matrix as its special cases.
Kurata Hiroshi, Bapat Ravindra B.
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Sparsifying Sums of Positive Semidefinite Matrices
In this paper, we revisit spectral sparsification for sums of arbitrary positive semidefinite (PSD) matrices. Concretely, for any collection of PSD matrices $\mathcal{A} = \{A_1, A_2, \ldots, A_r\} \subset \mathbb{R}^{n \times n}$, given any subset $T \subseteq [r]$, our goal is to find sparse weights $μ\in \mathbb{R}_{\geq 0}^r$ such that $(1 - ε ...
Arpon Basu +3 more
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A permanent inequality for positive semidefinite matrices
In this paper, we prove an inequality involving the permanent of a positive semidefinite matrix and its leading submatrices. We obtain a result in the similar spirit of Bapat-Sunder per-max conjecture.
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Edge‐Length Preserving Embeddings of Graphs Between Normed Spaces
ABSTRACT The concept of graph embeddability, initially formalized by Belk and Connelly and later expanded by Sitharam and Willoughby, extends the question of embedding finite metric spaces into a given normed space. A finite simple graph G = ( V , E ) is said to be ( X , Y )‐embeddable if any set of induced edge lengths from an embedding of G into a ...
Sean Dewar +3 more
wiley +1 more source
Log-Determinant Divergences Revisited: Alpha-Beta and Gamma Log-Det Divergences
This work reviews and extends a family of log-determinant (log-det) divergences for symmetric positive definite (SPD) matrices and discusses their fundamental properties.
Andrzej Cichocki +2 more
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Measured‐State Conditioned Recursive Feasibility for Stochastic Model Predictive Control
ABSTRACT In this paper, we address the problem of designing stochastic model predictive control (SMPC) schemes for linear systems affected by unbounded disturbances. The contribution of the paper is rooted in a measured‐state initialization strategy. First, due to the nonzero probability of violating chance‐constraints in the case of unbounded noise ...
Mirko Fiacchini +2 more
wiley +1 more source
A Geometric Mean of Parameterized Arithmetic and Harmonic Means of Convex Functions
The notion of the geometric mean of two positive reals is extended by Ando (1978) to the case of positive semidefinite matrices A and B. Moreover, an interesting generalization of the geometric mean A # B of A and B to convex functions was introduced by ...
Sangho Kum, Yongdo Lim
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Certain Positive Semidefinite Matrices of Special Functions [PDF]
Special functions are often defined as a Fourier or Laplace transform of a positive measure, and the positivity of the measure manifests as positive definiteness of certain matrices. The purpose of this expository note is to give a sample of such positive definite matrices to demonstrate this connection for some well-known special functions such as ...
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A Deep Learning Framework for Forecasting Medium‐Term Covariance in Multiasset Portfolios
ABSTRACT Forecasting the covariance matrix of asset returns is central to portfolio construction, risk management, and asset pricing. However, most existing models struggle at medium‐term horizons, several weeks to months, where shifting market regimes and slower dynamics prevail.
Pedro Reis, Ana Paula Serra, João Gama
wiley +1 more source
Positive semidefinite quadratic forms on unitary matrices
Letf(x1,…,xn)=∑i,j=1nαijxixj,aij=aji∈Rbe a real quadratic form such that the trace of the Hermitian matrixf(V1,…,Vn):=∑i,j=1nαijVi∗Vjis nonnegative for all unitary 2n×2n matrices V1,…,Vn.
Popovych, Stanislav
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