These should be simple implementations. • Dense vector • Dense matrix • Diagonal matrix • Sparse matrix (two versions) Each class should have the following: • Constructor, destructor, copy functions • ...
Given a square matrix mat, return the sum of the matrix diagonals. Only include the sum of all the elements on the primary diagonal and all the elements on the secondary diagonal that are not part of ...
Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation This paper proposes a novel shrinkage estimator for high-dimensional covariance matrices by extending the Oracle ...