Dr. James McCaffrey of Microsoft Research presents a full-code, step-by-step tutorial on an implementation of the technique that emphasizes simplicity and ease-of-modification over robustness and ...
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 ...
Add a description, image, and links to the tri-diagonal-matrix-algorithm topic page so that developers can more easily learn about it.
Abstract: We propose a new algorithm for Approximate Joint Diagonalization (AJD) with two main advantages over existing state-of-the-art algorithms: Improved overall running speed, especially in large ...
Add a description, image, and links to the diagonal-matrix topic page so that developers can more easily learn about it.
Conventional spectroscopic ellipsometry is a powerful tool in optical metrology. However, when it comes to the characterization of non-periodic nanostructures or structured fields that are much ...
Matrix Laboratory or Matlab is designed to work mainly with arrays and matrices. All the Matlab variables, irrespective of their data type, are multidirectional arrays and all matrices are ...