Results 71 to 80 of about 6,682,316 (219)
The Jordan cononical form of a product of a Hermitian and a positive semidefinite matrix
Linear Algebra and its Applications, 1991 The authors characterize matrices C which are the product AB of a positive semidefinite matrix A and a Hermitian matrix B, by the fact that \(C^ 2\) is diagonalizable and has nonnegative eigenvalues. They give applications of this result.
Hong, Yoopyo, Horn, Roger A.
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Positive semidefinite solution to matrix completion problem and matrix approximation problem
Filomat, 2022 In this paper, firstly, we discuss the following matrix completion problem in the spectral norm: ?(A B B* X)?2 < 1 subject to (A B B* X) ? 0. The feasible condition for the above problem is established, in this case, the general positive semidefinite solution and its minimum rank are presented.
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The Evolution of Interest‐Rate Models: From the Yield Curve to the Swaption Cube
Journal of Economic Surveys, EarlyView.ABSTRACT Interest‐rate modelling is often taught as a catalogue of competing stochastic equations, obscuring why models were created and why modern sell‐side desks use several simultaneously. This survey reorganises the field around five layers of a pricing architecture: curve construction; arbitrage‐free dynamics; volatility‐smile representation ...
Xuan Feng +2 more
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Optimal solution of the nearest correlation matrix problem by minimization of the maximum norm [PDF]
The nearest correlation matrix problem is to find a valid (positive semidefinite) correlation matrix, R(m,m), that is nearest to a given invalid (negative semidefinite) or pseudo-correlation matrix, Q(m,m); m larger than 2.
Mishra, SK
core
PSDBoost: matrix-generation linear programming for positive semidefinite matrices learning
, 2008 In this work, we consider the problem of learning a positive semidefinite matrix. The critical issue is how to preserve positive semidefiniteness during the course of learning. Our algorithm is mainly inspired by LPBoost [1] and the general greedy convex
Welsh, A. +5 more
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Trace inequalities for positive semidefinite matrices
Discussiones Mathematicae - General Algebra and Applications, 2017 Certain trace inequalities for positive definite matrices are generalized for positive semidefinite matrices using the notion of the group generalized inverse.
Choudhury Projesh Nath, Sivakumar K.C.
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Monopoly Versus Dual‐Channel Distribution With Multiple Retailers
The Journal of Industrial Economics, EarlyView.ABSTRACT This paper examines how downstream competition shapes a manufacturer's decision to adopt a dual‐channel structure—supplying independent retailers via secret two‐part tariff contracts while also operating a direct channel. We show that the shape of the inverse demand function plays a key role in this decision.
Cong Pan
wiley +1 more source
Operational Choices for Risk Aggregation in Insurance: PSDization and SCR Sensitivity
Risks, 2018 This work addresses crucial questions about the robustness of the PSDization process for applications in insurance. PSDization refers to the process that forces a matrix to become positive semidefinite.
Xavier Milhaud +2 more
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Clinical and Translational Discovery, Volume 6, Issue 6, December 2026.Abstract Background Personalized neoantigen vaccine design for glioma requires the integration of mutation‐derived peptide evidence, molecular properties, HLA coverage and finite manufacturing capacity. TAMAVAQ/Q‐TAMAVAQ combines quantum‐geometric descriptor representation with graph transport and auditable peptide‐panel assembly.
Ioannis Grigoriadis
wiley +1 more source
Data dissemination scheduling algorithm for V2R/V2V in multi-channel VANET
Tongxin xuebao, 2019 Considering that the data dissemination in multi-channel VANET (vehicular ad hoc network),a cooperative data dissemination scheduling algorithm was introduced for V2R(vehicle to roadside unit) and V2V(vehicle to vehicle).The algorithm created initial ...
Xin PENG +5 more
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