Browsing by Subject "Cholesky decomposition"
Now showing items 1-2 of 2
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(2019-07-25)Estimation of correlation matrices is a challenging problem due to the notorious positive-definiteness constraint and high-dimensionality. Reparameterising Cholesky factors of correlation matrices in terms of angles or ...
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(2017-05-24)GenSpec is software designed to use a genetic algorithm for neutron energy spectrum adjustment. Currently GenSpec can produce adjusted spectra, but the corresponding covariance matrix is not produced. The uncertainty ...