Thanks for developing SAMap! It is such a valuable tool for cross-species comparisons and I'm really excited to use it. I was reading your SAMap vignette, which has been very helpful! Would you be ...

Abstract: The exponential integrator (EI) method has proven to be an effective technique to accelerate transient circuit simulation. One core step of EI is the generation of rational Krylov subspace ...

Computing the inverse of a matrix is one of the most important operations in machine learning. If some matrix A has shape n-by-n, then its inverse matrix Ai is n-by-n and the matrix product of Ai * A ...

Dr. James McCaffrey of Microsoft Research presents a full-code, step-by-step tutorial on an implementation of the technique that emphasizes simplicity and ease-of-modification over robustness and ...

Abstract: A noise covariance matrix estimation approach in unknown noise field for direction finding applicable for the practically important cases of nonuniform and block-diagonal sensor noise is ...

So basically I need to do a linear solve on a block-tridiagonal matrix. I figured I would compare against SparseArrays and a custom routine I just wrote. Here is a MWRE. using Random using ...

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 ...

For a symmetric correlation matrix, the Inverse Correlation Matrix table contains the inverse of the correlation matrix, as shown in Figure 40.14. The diagonal elements of the inverse correlation ...