We study several variants of decomposing a symmetric matrix into a sum of a low-rank positive semidefinite matrix and a diagonal matrix. Such decompositions have applications in factor analysis and ...

High-dimensional covariance matrix estimation using a low-rank and diagonal decomposition ...

This paper proposes a novel shrinkage estimator for high-dimensional covariance matrices by extending the Oracle Approximating Shrinkage (OAS) of Chen et al. (2009) to target the diagonal elements of ...

A procedure is presented for rapidly computing the diagnonal elements of a large numerator relationship matrix, say $\mathbf {A}$. It also generates a lower triangular matrix, say $\mathbf {L}$, ...

Depending on the definiteness of the given matrix, the l1_norm entries are sign-flipped in hypre_ParCSRComputeL1NormsThreads:4895 (ams.c). The problem is, that in line 4893 not the diagonal element of ...

However, the effect of matrix viscosity on the nonlinear conductivity characteristics of electric-field assisted composite is rarely reported. In this study, the silicon carbide (SiC)/low-density ...