000062987 001__ 62987
000062987 005__ 20221221141550.0
000062987 0247_ $$2doi$$a10.1002/nla.2066
000062987 0248_ $$2sideral$$a97012
000062987 037__ $$aART-2016-97012
000062987 041__ $$aeng
000062987 100__ $$0(orcid)0000-0003-2156-9856$$aDelgado, J.$$uUniversidad de Zaragoza
000062987 245__ $$aAccurate and fast computations with positive extended Schoenmakers–Coffey matrices
000062987 260__ $$c2016
000062987 5060_ $$aAccess copy available to the general public$$fUnrestricted
000062987 5203_ $$aSchoenmakers–Coffey matrices are correlation matrices with important financial applications. Several characterizations of positive extended Schoenmakers–Coffey matrices are presented. This paper provides an accurate and fast method to obtain the bidiagonal decomposition of the conversion of these matrices, which in turn can be used to compute with high relative accuracy the eigenvalues and inverses of positive extended Schoenmakers–Coffey matrices. Numerical examples are included.
000062987 536__ $$9info:eu-repo/grantAgreement/ES/MICINN/MTM2015-65433-P
000062987 540__ $$9info:eu-repo/semantics/openAccess$$aAll rights reserved$$uhttp://www.europeana.eu/rights/rr-f/
000062987 590__ $$a1.303$$b2016
000062987 591__ $$aMATHEMATICS$$b33 / 310 = 0.106$$c2016$$dQ1$$eT1
000062987 591__ $$aMATHEMATICS, APPLIED$$b70 / 255 = 0.275$$c2016$$dQ2$$eT1
000062987 592__ $$a1.29$$b2016
000062987 593__ $$aApplied Mathematics$$c2016$$dQ1
000062987 593__ $$aAlgebra and Number Theory$$c2016$$dQ1
000062987 655_4 $$ainfo:eu-repo/semantics/article$$vinfo:eu-repo/semantics/acceptedVersion
000062987 700__ $$0(orcid)0000-0002-8816-5816$$aPeña, G.$$uUniversidad de Zaragoza
000062987 700__ $$0(orcid)0000-0002-1340-0666$$aPeña, J.M.$$uUniversidad de Zaragoza
000062987 7102_ $$12005$$2595$$aUniversidad de Zaragoza$$bDpto. Matemática Aplicada$$cÁrea Matemática Aplicada
000062987 7102_ $$14008$$2225$$aUniversidad de Zaragoza$$bDpto. Estruc.Hª Econ.y Eco.Pb.$$cÁrea Economía Aplicada
000062987 773__ $$g23, 6 (2016), 1023-1031$$pNumer. linear algebra appl.$$tNUMERICAL LINEAR ALGEBRA WITH APPLICATIONS$$x1070-5325
000062987 8564_ $$s295332$$uhttps://zaguan.unizar.es/record/62987/files/texto_completo.pdf$$yPostprint
000062987 8564_ $$s83392$$uhttps://zaguan.unizar.es/record/62987/files/texto_completo.jpg?subformat=icon$$xicon$$yPostprint
000062987 909CO $$ooai:zaguan.unizar.es:62987$$particulos$$pdriver
000062987 951__ $$a2022-12-21-14:00:30
000062987 980__ $$aARTICLE