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A note on estimating eigenvalues of scale matrix of the multivariateF-distribution

โœ Scribed by Yoshihiko Konno

Publisher
Springer Japan
Year
1991
Tongue
English
Weight
394 KB
Volume
43
Category
Article
ISSN
0020-3157

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๐Ÿ“œ SIMILAR VOLUMES

Estimating the extremal eigenvalues of a
Estimating the extremal eigenvalues of a symmetric matrix
โœ V. Pan ๐Ÿ“‚ Article ๐Ÿ“… 1990 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 364 KB

Almtraet--Lower and upper bounds on the absolute values of the eigenvalues of an n x n real symmetric matrix A are given by (trace A ,,)t/m for both negative and positive even m. (The bounds are within a factor of 2 from the eigenvalues already for m > log 2 n.) We present algorithms for computing t