Cholesky Like-Decomposition - Articles - Scientific Research Publishing

Hamiltonian Polynomial Eigenvalue Problems (Articles)

Mustapha Bassour

Journal of Applied Mathematics and Physics Vol.8 No.4, March 31, 2020

DOI: 10.4236/jamp.2020.84047 1,196 Downloads 2,621 Views Citations
Efficient Simulation of Stationary Multivariate Gaussian Random Fields with Given Cross-Covariance (Articles)

Jakob Teichmann, Karl-Gerald van den Boogaart

Applied Mathematics Vol.7 No.17, November 22, 2016

DOI: 10.4236/am.2016.717174 1,914 Downloads 3,771 Views Citations
Joint Variable Selection of Mean-Covariance Model for Longitudinal Data (Articles)

Dengke Xu, Zhongzhan Zhang, Liucang Wu

Open Journal of Statistics Vol.3 No.1, February 20, 2013

DOI: 10.4236/ojs.2013.31004 3,848 Downloads 6,854 Views Citations
Derivative of a Determinant with Respect to an Eigenvalue in the Modified Cholesky Decomposition of a Symmetric Matrix, with Applications to Nonlinear Analysis (Articles)

Mitsuhiro Kashiwagi

American Journal of Computational Mathematics Vol.4 No.2, March 25, 2014

DOI: 10.4236/ajcm.2014.42009 4,137 Downloads 6,155 Views Citations
Efficient Generalized Inverse for Solving Simultaneous Linear Equations (Articles)

S. Kadiam Bose, D. T. Nguyen

Journal of Applied Mathematics and Physics Vol.4 No.1, January 11, 2016

DOI: 10.4236/jamp.2016.41003 3,934 Downloads 5,343 Views Citations
Java Computer Animation for Effective Learning of the Cholesky Algorithm with Transportation Engineering Applications (Articles)

Ivan Makohon, Duc T. Nguyen, Mecit Cetin

Journal of Software Engineering and Applications Vol.9 No.10, October 11, 2016

DOI: 10.4236/jsea.2016.910032 2,095 Downloads 3,655 Views Citations
ESL-Based Robust Estimation for Mean-Covariance Regression with Longitudinal Data (Articles)

Fei Lu, Liugen Xue, Xiong Cai

Open Journal of Statistics Vol.10 No.1, January 13, 2020

DOI: 10.4236/ojs.2020.101002 690 Downloads 1,871 Views Citations
The Impulse Response of Domestic and Foreign Interest Rate in Output, Price, Exchange Rate Model, a Deconstructed Derivation and Economic Calibration of Vector Error Correction Model (Articles)

Lingkai Kong, Yunxin Chang

Journal of Mathematical Finance Vol.12 No.4, November 2, 2022

DOI: 10.4236/jmf.2022.124034 255 Downloads 1,244 Views Citations

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