Positive definite matrices play a central role in mathematics, physics, statistics and engineering due to their unique properties and widespread applicability. These matrices, which are characterised ...
This is a preview. Log in through your library . Abstract The Hermitian positive definite solutions of the matrix equation X — A*X⁻² A = I are studied. A theorem for existence of solutions is given ...
A flexible method is introduced to model the structure of a covariance matrix C and study the dependence of the covariances on explanatory variables by observing that for any real symmetric matrix A, ...