Optimality properties of a square block matrix preconditioner with applications

AbstractWe present the conditions for a block matrix of a ring to have the image-kernel{(p,q)}-inverse in the generalized Banachiewicz–Schur form. We give representations for the image-kernel inverses of the sum and the product of two block matrices. Some characterizations of the image-kernel{(p,q)}-inverse in a ring with involution are investigated too.

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Block matrix models for dynamic networks

Applied Mathematics and Computation ◽

10.1016/j.amc.2021.126121 ◽

2021 ◽

Vol 402 ◽

pp. 126121

Author(s):

Mohammed Al Mugahwi ◽

Omar De La Cruz Cabrera ◽

Caterina Fenu ◽

Lothar Reichel ◽

Giuseppe Rodriguez

Keyword(s):

Matrix Models ◽

Dynamic Networks ◽

Block Matrix

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The canonical correlations of a 2×2 block matrix with given eigenvalues

Linear Algebra and its Applications ◽

10.1016/s0024-3795(01)00554-7 ◽

2002 ◽

Vol 354 (1-3) ◽

pp. 103-117 ◽

Cited By ~ 2

Author(s):

S.W. Drury

Keyword(s):

Block Matrix ◽

Canonical Correlations

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On a block matrix inequality quantifying the monogamy of the negativity of entanglement

Linear and Multilinear Algebra ◽

10.1080/03081087.2015.1024193 ◽

2015 ◽

Vol 63 (12) ◽

pp. 2526-2536 ◽

Cited By ~ 1

Author(s):

Koenraad M.R. Audenaert

Keyword(s):

Block Matrix ◽

Matrix Inequality

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The Multi-sample Block-matrix Sphericity Test

10.1063/1.3637904 ◽

2011 ◽

Cited By ~ 2

Author(s):

Filipe J. Marques ◽

Carlos A. Coelho ◽

Theodore E. Simos ◽

George Psihoyios ◽

Ch. Tsitouras ◽

...

Keyword(s):

Block Matrix ◽

Sphericity Test

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Growth Optimal Investment Strategy: The Impact of Reallocation Frequency and Heavy Tails

German Economic Review ◽

10.1111/j.1468-0475.2011.00553.x ◽

2012 ◽

Vol 13 (2) ◽

pp. 228-240 ◽

Cited By ~ 1

Author(s):

G. Bamberg ◽

A. Neuhierl

Keyword(s):

Heavy Tails ◽

Geometric Mean ◽

Asymptotic Optimality ◽

Optimal Investment ◽

Investment Strategy ◽

Risky Asset ◽

Optimal Investment Strategy ◽

Optimality Properties ◽

Heavy Tailed ◽

The Impact

Abstract The strategy to maximize the long-term growth rate of final wealth (maximum expected log strategy, maximum geometric mean strategy, Kelly criterion) is based on probability theoretic underpinnings and has asymptotic optimality properties. This article reviews the allocation of wealth in a two-asset economy with one risky asset and a risk-free asset. It is also shown that the optimal fraction to be invested in the risky asset (i) depends on the length of the basic return period and (ii) is lower for heavy-tailed log returns than for light-tailed log returns.

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