Taiwanese Journal of Mathematics, Vol. 10, No. 5 (September 2006), pp. 1329-1344 (16 pages) Consider the nonlinear matrix equation X + A* X⁻² A = I, where A is an n × n complex matrix, I the identity ...
This is a preview. Log in through your library . Abstract The Hermitian positive definite solutions of the matrix equation X — A*X⁻² A = I are studied. A theorem for existence of solutions is given ...
Random matrix theory (RMT) has emerged as a powerful framework for analysing complex systems across physics, statistics and beyond, by examining the statistical properties of matrices with random ...
Let's delve into the fascinating world of matrix manipulation, specifically focusing on the concept of pivoting a matrix around a circled element. This operation is fundamental in various numerical ...
We propose a new, unified approach to solving jump-diffusion partial integrodifferential equations (PIDEs), which often appear in mathematical finance. Our method consists of the following steps.