A matrix is a rectangular array of numbers ... the numbers in the lower left should be a copy of the numbers above the diagonal. This is called a symmetrical matrix.

Important Terms and Definitions: Matrix: An ordered rectangular array of numbers or functions. Matrix Order: A matrix having m rows and n columns is called a matrix of order m × n. Row Matrix ...

(2009) to target the diagonal elements of the sample covariance matrix. We derive the closed-form solution of the shrinkage parameter and show by simulation that, when the diagonal elements of the ...