Least-squares solution of AX B = D with respect to symmetric positive semidefinite matrix X is considered. By making use of the generalized singular value decomposition, we derive general analytic ...

can be solved by solving an equivalent linear complementarity problem when H is positive semidefinite. The approach is outlined in the discussion of the LCP subroutine in Chapter 17, "Language ...

A new class of large-sample covariance and spectral density matrix estimators is proposed based on the notion of flat-top kernels. The new estimators are shown to be higher-order accurate when ...