TL;DR: In this paper, Doubly Stochastic Matrices and Schur-Convex Functions are used to represent matrix functions in the context of matrix factorizations, compounds, direct products and M-matrices.
Abstract: Introduction.- Doubly Stochastic Matrices.- Schur-Convex Functions.- Equivalent Conditions for Majorization.- Preservation and Generation of Majorization.- Rearrangements and Majorization.- Combinatorial Analysis.- Geometric Inequalities.- Matrix Theory.- Numerical Analysis.- Stochastic Majorizations.- Probabilistic, Statistical, and Other Applications.- Additional Statistical Applications.- Orderings Extending Majorization.- Multivariate Majorization.- Convex Functions and Some Classical Inequalities.- Stochastic Ordering.- Total Positivity.- Matrix Factorizations, Compounds, Direct Products, and M-Matrices.- Extremal Representations of Matrix Functions.
TL;DR: In this article, the exponential of a matrix could be computed in many ways, including approximation theory, differential equations, the matrix eigenvalues, and the matrix characteristic polynomial.
Abstract: In principle, the exponential of a matrix could be computed in many ways. Methods involving approximation theory, differential equations, the matrix eigenvalues, and the matrix characteristic polyn...
TL;DR: A thorough and elegant treatment of the theory of matrix functions and numerical methods for computing them, including an overview of applications, new and unpublished research results, and improved algorithms.
Abstract: A thorough and elegant treatment of the theory of matrix functions and numerical methods for computing them, including an overview of applications, new and unpublished research results, and improved algorithms. Key features include a detailed treatment of the matrix sign function and matrix roots; a development of the theory of conditioning and properties of the Frechet derivative; Schur decomposition; block Parlett recurrence; a thorough analysis of the accuracy, stability, and computational cost of numerical methods; general results on convergence and stability of matrix iterations; and a chapter devoted to the f(A)b problem. Ideal for advanced courses and for self-study, its broad content, references and appendix also make this book a convenient general reference. Contains an extensive collection of problems with solutions and MATLAB implementations of key algorithms.
TL;DR: In this article, a review of the algebras related to Kronecker products is presented, which have several applications in system theory including the analysis of stochastic steady state.
Abstract: The paper begins with a review of the algebras related to Kronecker products. These algebras have several applications in system theory including the analysis of stochastic steady state. The calculus of matrix valued functions of matrices is reviewed in the second part of the paper. This calculus is then used to develop an interesting new method for the identifiication of parameters of lnear time-invariant system models.
TL;DR: A penalized matrix decomposition (PMD), a new framework for computing a rank-K approximation for a matrix, and establishes connections between the SCoTLASS method for sparse principal component analysis and the method of Zou and others (2006).
Abstract: SUMMARY We present a penalized matrix decomposition (PMD), a new framework for computing a rank-K approximation for a matrix. We approximate the matrix X as ˆ X = � K=1 dkukv T , where dk, uk, and