Abstract: Complex matrix derivatives play an important role in matrix optimization, since they form a theoretical basis for the Karush-Kuhn-Tucker (KKT) conditions associated with matrix variables. We ...

In residential real estate appraisal, accuracy, credibility, objectivity, and reliability are paramount. Appraisers, to meet client demands and comply with USPAP, must gather, analyze, and interpret a ...

Abstract: Semi-supervised symmetric non-negative matrix factorization (SNMF) utilizes the available supervisory information (usually in the form of pairwise constraints) to improve the clustering ...

Oil, equity, and credit volatilities all gained meaningfully last week on the back of the miss in payrolls, with the VIX index up 5.5 pts wk/wk to 20.4%, jumping from the 10th to the 73rd percentile ...

Discovering faster algorithms for matrix multiplication remains a key pursuit in computer science and numerical linear algebra. Since the pioneering contributions of Strassen and Winograd in the late ...

A hybrid Kohn–Sham Density Functional Theory (KS-DFT) and 1-electron Reduced Density Matrix Functional Theory (1-RDMFT) has recently been developed to describe strongly correlated systems at ...

Owning diversifying assets can be hard over short periods, as 2023 showed for most commodities, but their long-term benefits in portfolios remain intact. In our recently published 2024 Diversification ...

Not all alternatives offer the same diversification benefits—and even when correlations look high, the degree of market sensitivity makes a big difference here. In our recently published 2024 ...

Hi, can ELPA only get half of the symmetric matrix and compute the eigenvalue and eigenvector? Just like ScaLAPACK pdsyevd? There is a symmetric matrix that will be transformed before computing its ...

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 ...

Faced with the severe issue of global climate change, which concerns all humanity around the world, the Chinese government has proposed the “3060” dual carbon target and carried out emission reduction ...