Displaying similar documents to “New trace bounds for the product of two matrices and their applications in the algebraic Riccati equation.”

Estimation of the noncentrality matrix of a noncentral Wishart distribution with unit scale matrix. A matrix generalization of Leung's domination result.

Heinz Neudecker (2004)

SORT

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The main aim is to estimate the noncentrality matrix of a noncentral Wishart distribution. The method used is Leung's but generalized to a matrix loss function. Parallelly Leung's scalar noncentral Wishart identity is generalized to become a matrix identity. The concept of Löwner partial ordering of symmetric matrices is used.

A note on the scalar Haffian.

Heinz Neudecker (2000)

Qüestiió

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In this note a uniform transparent presentation of the scalar Haffian will be given. Some well-known results will be generalized. A link will be established between the scalar Haffian and the derivative matrix as developed by Magnus and Neudecker.

PROBLEMS

M. Chrobak, M. Habib, P. John, H. Sachs, H. Zernitz, J. R. Reay, G. Sierksma, M. M. Sysło, T. Traczyk, W. Wessel (1987)

Applicationes Mathematicae

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A matrix derivation of a representation theorem for (tr A).

Heinz Neudecker (1989)

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A matrix derivation of a well-known representation theorem for (tr A) is given, which is the solution of a restricted maximization problem. The paper further gives a solution of the corresponding restricted minimization problem.