Geodesic
Block matrix approximation via entropy loss function
Applications of Mathematics, Tome 65 (2020) no. 6, pp. 829-844.

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The aim of the paper is to present a procedure for the approximation of a symmetric positive definite matrix by symmetric block partitioned matrices with structured off-diagonal blocks. The entropy loss function is chosen as approximation criterion. This procedure is applied in a simulation study of the statistical problem of covariance structure identification.
DOI : 10.21136/AM.2020.0023-20
Classification : 15A30, 15B99, 62H20, 65F99
Keywords: approximation; block covariance structure; entropy loss function 
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     title = {Block matrix approximation via entropy loss function},
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Janiszewska, Malwina; Markiewicz, Augustyn; Mokrzycka, Monika. Block matrix approximation via entropy loss function. Applications of Mathematics, Tome 65 (2020) no. 6, pp. 829-844. doi : 10.21136/AM.2020.0023-20. http://geodesic.mathdoc.fr/articles/10.21136/AM.2020.0023-20/

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