All Questions

I found a problem in my textbook and I have tried solving it, but I had no succes. The problem is: Let $A$ and $B$ be $n \times n$ matrices with complex number entries. Given that $AB−BA$ is ...

For an application, I need to compute the maximum loglikelihood of data coming from a $d$-dimensional multivariate Gaussian random variable: $$ \textbf{x} \sim \mathcal{N}(\boldsymbol{\mu}, \Sigma) $$ ...

How can I efficiently compute $\mathrm{trace}(A(B^{-1}))$ where $A$ and $B$ are both sparse symmetric PSD $n \times n$ matrices, both with $O(n)$ non-zero entries? If it helps, the pattern of non-...

This question was somewhat answered here: Fast trace of inverse of a square matrix. However, I feel like there was no complete answer wrt the Cholesky case. I have the matrix $\Sigma=LL^T$. Is there ...

Given a $N\times K$ matrix $A$ of full rank with $ K < N $, a diagonal matrix $D$ and knowing that $E[D]=bI_N$, where $E[\cdot]$ is the expected value and $I_N$ is the $N\times N$ identity matrix ...