It has been empirically observed that correlation matrices of forward interest rates have the first three eigenvalues which are simple and their corresponding eigenvectors, termed as shift, slope and curvature respectively, with elements presenting changes of sign in a regular way. These spectral pr
Positivity and conditional positivity of Loewner matrices
โ Scribed by Rajendra Bhatia; Takashi Sano
- Publisher
- Springer
- Year
- 2009
- Tongue
- English
- Weight
- 165 KB
- Volume
- 14
- Category
- Article
- ISSN
- 1385-1292
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๐ SIMILAR VOLUMES
A well-known property of an M-matrix M is that the inverse is element-wise non-negative, which we write as M -1 0. In this paper, we consider element-wise perturbations of non-symmetric tridiagonal M-matrices and obtain bounds on the perturbations so that the non-negative inverse persists. Sufficien
A well-known property of an M-matrix M is that the inverse is element-wise non-negative, which we write as M -1 0. In this paper, we consider element-wise perturbations of non-symmetric tridiagonal M-matrices and obtain sufficient bounds on the perturbations so that the non-negative inverse persists