In this paper it is shown that, given a complex square matrix A all of whose leading principal minors are nonzero, there is a diagonal matrix D such that the product DA of the two matrices has all its ...

This paper proposes a novel shrinkage estimator for high-dimensional covariance matrices by extending the Oracle Approximating Shrinkage (OAS) of Chen et al. (2009) to target the diagonal elements of ...

Diagonal Padé table approximations are used in conjunction with several techniques for reducing the norm of the matrix. An important feature of the algorithm is that an estimate for the minimum number ...

The project applied a recently developed exact diagonalization method which allows precise calculations of up to a trillion matrix elements, but requires large scale high performance computing.