Shorted matrices-an extended concept and some applications

Mitra, Sujit Kumar ; Puri, Madan L. (1982) Shorted matrices-an extended concept and some applications Linear Algebra and its Applications, 42 . pp. 57-79. ISSN 0024-3795

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Official URL: http://linkinghub.elsevier.com/retrieve/pii/002437...

Related URL: http://dx.doi.org/10.1016/0024-3795(82)90138-0

Abstract

The shorting of an operator, hitherto considered by Krein [11] and by Anderson and Trapp [3] only for positive operators, is extended to rectangular matrices and square matrices not necessarily hermitian nonnegative definite. Some applications of the shorted matrix in mathematical statistics are discussed.

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