The S matrix is special because it is diagonal and so its inverse is easy to compute -- just invert the diagonal elements. The Vh matrix (sometimes named Vt) is special because its inverse equals the ...

The Zachman Framework uses a 36-column matrix to help organize your company's enterprise architecture and lend insight into your organization's IT assets.

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 ...