Accurate and fast computations with positive extended Schoenmakers-Coffey matrices
From MaRDI portal
Publication:2955997
DOI10.1002/nla.2066zbMath1424.65020OpenAlexW2528367995MaRDI QIDQ2955997
Guillermo Peña, Jorge Delgado, Juan Manuel Peña
Publication date: 13 January 2017
Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)
Full work available at URL: http://zaguan.unizar.es/record/62987
total positivityGreen matrixaccurate computationsbidiagonal factorizationLehmer matrixSchoenmakers-Coffey matrix
Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Positive matrices and their generalizations; cones of matrices (15B48) Direct numerical methods for linear systems and matrix inversion (65F05)
Related Items
Accurate and fast computations with Green matrices, Accurate Computations and Applications of Some Classes of Matrices
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- A theorem on inverses of tridiagonal matrices
- Some results on correlation matrices for interest rates
- Correlation matrices of yields and total positivity
- A fast and accurate algorithm for solving Bernstein-Vandermonde linear systems
- Hierarchical open Leontief models
- Shift, slope and curvature for a class of yields correlation matrices
- Total positivity and Neville elimination
- On zero-preserving linear transformations
- \(M\)-matrices whose inverses are totally positive
- Computing the singular value decomposition with high relative accuracy
- Accurate computations with collocation matrices of rational bases
- Sulla determinazione della inversa delle matrici tridiagonali e tridiagonali a blicchi
- Accurate Computations with Totally Nonnegative Matrices
- Algorithm 694
- Accurate Computations with Collocation Matrices of q-Bernstein Polynomials
- Level–Slope–Curvature – Fact or Artefact?
- Accurate Eigenvalues and SVDs of Totally Nonnegative Matrices
- Systematic Generation of Parametric Correlation Structures for the LIBOR Market Model
- Accurate computations with totally positive Bernstein-Vandermonde matrices
- Totally positive matrices
- Eigenvalue-eigenvector structure of Schoenmakers-Coffey matrices via Toeplitz technology and applications
