JSTOR Daily

The Computation of Eigenvalues and Eigenvectors of a Matrix

This is a preview. Log in through your library . Publisher Information "The Society for Industrial and Applied Mathematics is a leading international association for applied mathematics, and its ...
JSTOR Daily

Finite Element-Galerkin Approximation of the Eigenvalues and Eigenvectors of Selfadjoint Problems

Refined estimates for finite element or, more generally, Galerkin approximations of the eigenvalues and eigenvectors of selfadjoint eigenvalue problems are presented. More specifically, refined ...
Ars Technica

Finding the Eigenvectors of a 2x2 Matrix in a Fragment Shader

Seems like GE on a 2x2 matrix should be pretty darn fast.... especially if you use scalar * vector type operations.
Risk

Eigenportfolios of US equities for the exponential correlation model

In this paper, the eigendecomposition of a Toeplitz matrix populated by an exponential function in order to model empirical correlations of US equity returns is investigated. The closed-form ...
uni

The inverse eigenvalue problem

Now assume to be symmetric with non-zero off-diagonal elements, i.e. , . Let be the eigenvalues and the normalized eigenvectors of T, i.e. We consider the inverse problem: Determine from and . It is ...
Visual Studio Magazine

Principal Component Analysis (PCA) from Scratch Using the Classical Technique with C#

Transforming a dataset into one with fewer columns is more complicated than it might seem, explains Dr. James McCaffrey of Microsoft Research in this full-code, step-by-step machine learning tutorial.