For a symmetric correlation matrix, the Inverse Correlation Matrix table contains the inverse of the correlation matrix, as shown in Figure 40.14. The diagonal elements of the inverse correlation ...
We propose efficient preconditioning algorithms for an eigenvalue problem arising in quantum physics, namely, the computation of a few interior eigenvalues and their associated eigenvectors for ...
This is a preview. Log in through your library . Journal Information Econometric Theory provides an authoritative outlet for original contributions in all of the major areas of econometrics. As well ...