Eigenvalue-eigenvector analysis for a class of patterned correlation matrices with an application
β Scribed by Samuel Kotz; W.L Pearn; Dean W Wichern
- Publisher
- Elsevier Science
- Year
- 1984
- Tongue
- English
- Weight
- 301 KB
- Volume
- 2
- Category
- Article
- ISSN
- 0167-7152
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
In this paper we derive the second-order derivatives of an orthogonal matrix of eigenvectors and of a matrix of eigenvalues of a real symmetric matrix. Obtained expressions depend on the first-order derivatives of these matrices, which were presented in Linear Algebra Appl. 264 (1997) 489. These res
method for computing a complete set of block eigenvalues for a block partitioned matrix using a generalized form of Wielandt's deflation is presented. An application of this process is given to compute a complete set of solvents of matrix polynomials where the coefficients and the variable are commu