where matrix is a numeric matrix or literal. The BLOCK function creates a new block-diagonal matrix from all the matrices specified in the argument matrices. Up to 15 matrices can be specified. The ...

This paper describes an algorithm for reducing a real matrix A to block diagonal form by a real similarity transformation. The columns of the transformation corresponding to a block span a reducing ...

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 ...

This better conditioned matrix is based on the fact that these blocks diagonal matrices obtained, contain coefficients of the same size order. For the saddle point formulation of the problem, using ...