We study several variants of decomposing a symmetric matrix into a sum of a low-rank positive semidefinite matrix and a diagonal matrix. Such decompositions have applications in factor analysis and ...

In this paper, we obtain a formula for the derivative of a determinant with respect to an eigenvalue in the modified Cholesky decomposition of a symmetric matrix, a characteristic example of a direct ...

A generalization of swap matrix, called a permutation matrix, is introduced in this paper. Based on permutation matrices, we further investigate the matrix expressions of symmetric games and ...