The only valid matrix positions for a DIA or ZDI matrix are the diagonal elements; for an UPP or LOW matrix, the valid positions are the elements above or below the diagonal; and for a symmetric ...

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 ...

A procedure is presented for rapidly computing the diagnonal elements of a large numerator relationship matrix, say $\mathbf {A}$. It also generates a lower triangular matrix, say $\mathbf {L}$, ...

In this paper a new algorithm for reducing an arbitrary real square matrix to tri-diagonal form using real similarity transformations is described. The method is essentially a generalization of a ...