Let SE denote the least-squares symmetric solution set of the matrix equation AX B = C, where A, B and C are given matrices of suitable size. To find the optimal approximate solution in the set SE to ...

We compute the limiting distributions of the largest eigenvalue of a complex Gaussian sample covariance matrix when both the number of samples and the number of variables in each sample become large.

The inspiration for this column comes not from the epic 1999 film The Matrix, as the title may suggest, but from an episode of Sean Carroll’s Mindscape podcast that I listened to over the summer. The ...