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In this paper it is shown that, given a complex square matrix A all of whose leading principal minors are nonzero, there is a diagonal matrix D such that the product DA of the two matrices has all its ...
Theoretical ecologists study matrix eigenvalues (λi) of the stability matrix S = DA to determine local stability [where diagonal matrix D =diag ()].
The S matrix is special because it is diagonal and so its inverse is easy to compute -- just invert the diagonal elements. The Vh matrix (sometimes named Vt) is special because its inverse equals the ...
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 ...