This paper considers the sensitivity of the eigenvalues and eigenvectors of the generalized matrix eigenvalue problem Ax = λ Bx to perturbations of A and B. The ...
We study sample covariance matrices of the form $W=(1/n)CC^{\intercal}$, where C is a k × n matrix with independent and identically distributed (i.i.d.) mean 0 ...
Focuses on numerical solution of nonlinear equations, interpolation, methods in numerical integration, numerical solution of linear systems, and matrix eigenvalue problems. Stresses significant ...