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Questions where the notion matrix has an important or crucial role (for the latter, note the tag matrix-theory for potential use). Matrices appear in various parts of mathematics, and this tag is typically combined with other tags to make the general subject clear, such as an appropriate top-level tag ra.rings-and-algebras, co.combinatorics, etc. and other tags that might be applicable. There are also several more specialized tags concerning matrices.

2 votes
2 answers
1k views

Gaussian expectation of an exponentiated outer product

Given a normal random column vector $\mathbf{x} \sim N(\mu, \Sigma)$, I need the expectation, $$ E\left[ \exp(\mathbf{xx}^\top)\right]$$ where $\exp(\cdot)$ is element-wise exponential function (not …
Memming's user avatar
  • 291
2 votes
1 answer
3k views

Inverse of an AR(1) or Laplacian (?) or Kac-Murdock-Szegö matrix

My current problem involves having an exact (symbolic) inverse of a scaled AR(1) matrix for $n$-dimension. (I don't know what this matrix would be called in general; I'm sure it is used often.) This i …
Memming's user avatar
  • 291