62987 20221221141550.0 doi 10.1002/nla.2066 sideral 97012 ART-2016-97012 eng Delgado, J. Universidad de Zaragoza (orcid)0000-0003-2156-9856 Accurate and fast computations with positive extended Schoenmakers–Coffey matrices 2016 Access copy available to the general public Unrestricted Schoenmakers–Coffey matrices are correlation matrices with important financial applications. Several characterizations of positive extended Schoenmakers–Coffey matrices are presented. This paper provides an accurate and fast method to obtain the bidiagonal decomposition of the conversion of these matrices, which in turn can be used to compute with high relative accuracy the eigenvalues and inverses of positive extended Schoenmakers–Coffey matrices. Numerical examples are included. info:eu-repo/grantAgreement/ES/MICINN/MTM2015-65433-P info:eu-repo/semantics/openAccess All rights reserved http://www.europeana.eu/rights/rr-f/ 1.303 2016 MATHEMATICS 33 / 310 = 0.106 2016 Q1 T1 MATHEMATICS, APPLIED 70 / 255 = 0.275 2016 Q2 T1 1.29 2016 Applied Mathematics 2016 Q1 Algebra and Number Theory 2016 Q1 info:eu-repo/semantics/article info:eu-repo/semantics/acceptedVersion Peña, G. Universidad de Zaragoza (orcid)0000-0002-8816-5816 Peña, J.M. Universidad de Zaragoza (orcid)0000-0002-1340-0666 2005 595 Universidad de Zaragoza Dpto. Matemática Aplicada Área Matemática Aplicada 4008 225 Universidad de Zaragoza Dpto. Estruc.Hª Econ.y Eco.Pb. Área Economía Aplicada 23, 6 (2016), 1023-1031 Numer. linear algebra appl. NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS 1070-5325 295332 http://zaguan.unizar.es/record/62987/files/texto_completo.pdf Postprint 83392 http://zaguan.unizar.es/record/62987/files/texto_completo.jpg?subformat=icon icon Postprint oai:zaguan.unizar.es:62987 articulos driver 2022-12-21-14:00:30 ARTICLE