Results 131 to 140 of about 134,115 (317)
Error analysis of householder transformations as applied to the standard and generalized eigenvalue problems [PDF]
Backward error analyses of the application of Householder transformations to both the standard and the generalized eigenvalue problems are presented. The analysis for the standard eigenvalue problem determines the error from the application of an exact ...
Ward, R. C.
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International Journal for Numerical Methods in Fluids, EarlyView.The proposed work implements a direct flux reconstruction method for spatial discretization and a stiffness‐resilient exponential time integration method for temporal discretization on the cube‐sphere grid. A space‐time tensor formalism is employed to provide a general representation in any curvilinear coordinate system. This combination enables highly
Stéphane Gaudreault +6 more
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Civil and Environmental Engineering, 2014 The paper presents the perturbation method which was used for computation of eigenvalues and eigenvectors for the assumed homogeneous state of strain in the hyperelastic Murnaghan material.
Major Izabela, Major Maciej
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ASYMPTOTIC PERTURBATION OF PALINDROMIC EIGENVALUE PROBLEMS [PDF]
, 2010 Tie-Xiang Li +2 more
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Eigenvalues, pseudospectrum and structured perturbations
Linear Algebra and its Applications, 2006 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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A Deep Learning Framework for Forecasting Medium‐Term Covariance in Multiasset Portfolios
Journal of Forecasting, EarlyView.ABSTRACT Forecasting the covariance matrix of asset returns is central to portfolio construction, risk management, and asset pricing. However, most existing models struggle at medium‐term horizons, several weeks to months, where shifting market regimes and slower dynamics prevail.
Pedro Reis, Ana Paula Serra, João Gama
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Convergent expansions of eigenvalues of the generalized Friedrichs model\n with a rank-one perturbation [PDF]
, 2020 S. N. Lakaev, Shakhzod Kurbanov
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Eigenvalues of perturbed Hermitian matrices
Linear Algebra and its Applications, 1974 AbstractIt is a common experience that the perturbation, or even the omission, of some elements of a matrix often has negligible effect on some of the eigenvalues of the whole matrix. Here some new theorems are presented on this isolation effect in Hermitian matrices.
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A Consistent Heteroskedasticity‐Robust LM‐Type Specification Test for Semiparametric Models
Journal of Applied Econometrics, EarlyView.ABSTRACT This article develops a heteroskedasticity‐robust Lagrange Multiplier‐type specification test for semiparametric regression models. The test is able to detect a wide class of deviations from the null hypothesis. The test statistic is based on the estimates from the restricted semiparametric model, can be computed in a regression‐based way, and
Ivan Korolev
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Strategic Change, EarlyView.ABSTRACT There is growing evidence that a preponderance of resilience indicators discussed in management scholarship is often developed with limited consideration of the context in which micro‐and‐small‐service enterprises (MSSEs) operate. Given their strategic relevance to developing economies, it thus becomes necessary to understand the meaning of ...
Justin Okoli +2 more
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