Results 1 to 10 of about 187,051,808 (157)

The inverse eigenvalue problem for a Hermitian reflexive matrix and the optimization problem [PDF]

open access: yesJournal of Computational and Applied Mathematics, 2016
The inverse eigenvalue problem and the associated optimal approximation problem for Hermitian reflexive matrices with respect to a normal {k+1}-potent matrix are considered. First, we study the existence of the solutions of the associated inverse eigenvalue problem and present an explicit form for them.
Nestor Thome
exaly   +6 more sources

Forward Order Law for the Reflexive Inner Inverse of Multiple Matrix Products

open access: yesAxioms, 2022
The generalized inverse has numerous important applications in aspects of the theoretic research of matrices and statistics. One of the core problems of generalized inverse is finding the necessary and sufficient conditions for the reverse (or the forward) order laws for the generalized inverse of matrix products.
Zhiping Xiong
exaly   +3 more sources

On the mean and variance of the estimated tangency portfolio weights for small samples

open access: yesModern Stochastics: Theory and Applications, 2022
In this paper, a sample estimator of the tangency portfolio (TP) weights is considered. The focus is on the situation where the number of observations is smaller than the number of assets in the portfolio and the returns are i.i.d.
Gustav Alfelt, Stepan Mazur
doaj   +1 more source

Trading off 1-norm and sparsity against rank for linear models using mathematical optimization: 1-norm minimizing partially reflexive ah-symmetric generalized inverses

open access: yesOpen Journal of Mathematical Optimization, 2021
The M-P (Moore–Penrose) pseudoinverse has as a key application the computation of least-squares solutions of inconsistent systems of linear equations. Irrespective of whether a given input matrix is sparse, its M-P pseudoinverse can be dense, potentially
Fampa, Marcia, Lee, Jon, Ponte, Gabriel
doaj   +1 more source

Efficient GMM estimation with singular system of moment conditions

open access: yesStatistical Theory and Related Fields, 2020
Standard generalised method of moments (GMM) estimation was developed for nonsingular system of moment conditions. However, many important economic models are characterised by singular system of moment conditions.
Zhiguo Xiao
doaj   +1 more source

Canonical correlations associated with symmetric reflexive generalized inverses of the dispersion matrix

open access: yesLinear Algebra and its Applications, 1992
L'objet du papier est d'établir, en utilisant une approche géométrique, les liens qui existent entre les corrélations canoniques de deux vecteurs aléatoires suivant qu'ils sont obtenus soit à partir de la matrice des covariances, soit á partir d'une inverse généralisée réflexive symétrique de cette matrice.
Baksalary, Jerzy K.   +2 more
openaire   +1 more source

Generating Self-Invertible Matrices by Hill Cipher Algorithm In Gaussian Integers

open access: yesAcademic Science Journal
In this paper, the Creating self-reflexive matrices for the Hill Cipher algorithm in Gaussian integers is discussed. It's not always possible to find the inverse of the matrix that was used to encrypt the plaintext.
Ayat A. Jafaar, Rifaat Z. Khalaf
doaj   +1 more source

The Ordered Rectangular Band of Reflexive Generalized Inverses of a Matrix

open access: yesMathematics Letters
This article studies the algebraic structure of the set of all reflexive generalized inverses of a real matrix using a sandwich-type binary operation and examines the compatibility of certain matrix order relations with this operation. The concept of generalized inverses arises when dealing with singular or rectangular matrices, where a standard ...
Sathi H, P. Romeo
openaire   +1 more source

Neumann-type expansion of reflexive generalized inverses of a matrix and the hyperpower iterative method

open access: yesLinear Algebra and its Applications, 1975
AbstractNeumann-type series expansion of reflexive generalized inverses of a matrix is investigated, and [dota] necessary and sufficient condition is given in relation to the expansion for the convergence of the hyperpower iterative method for generating reflexive generalized inverses.
openaire   +2 more sources

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