A Unique Inverse Decomposition of Positive Definite Matrices under Linear Constraints

MaRDI QIDQ7214611arXivFDO

Authors Yan Dolinsky, Or Zuk

Publication date 2026

Published in arXiv

Mathematics Subject Classification ID

Linear inequalities of matrices (15A39) Positive matrices and their generalizations; cones of matrices (15B48) Convex programming (90C25) Portfolio theory (91G10)

arXiv classification

math.OC

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