Block matrix approximation via entropy loss function /

The aim of the paper is to present a procedure for the approximation of a symmetric positive definite matrix by symmetric block partitioned matrices with structured off-diagonal blocks. The entropy loss function is chosen as approximation criterion. This procedure is applied in a simulation study of...

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Typ dokumentu: Článek
Jazyk: angličtina
ISSN: 0862-7940
Zdroj: Applications of mathematics: Vol. 65, no. 6 (2020), s. 829-844.
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