Results 191 to 200 of about 1,914,031 (237)

Bounds for the minimum eigenvalue of a symmetric Toeplitz matrix

1998
In a recent paper Melman [12] derived upper bounds for the smallest eigenvalue of a real symmetric Toeplitz matrix in terms of the smallest roots of rational and polynomial approximations of the secular equation $f(lambda)=0$, the best of which being constructed by the $(1,2)$-Pad{accent19 e} approximation of $f$. In this paper we prove that this bound
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An Asymptotic Formula for the Minimum Eigenvalues of Hilbert Type Matrices

Functional Analysis and Its Applications, 2001
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Minimum Properties of Eigenvalues — Elementary Proofs

1980
The purpose of this paper is to use an elementary integral inequality and some simple linear algebra to give a completely elementary proof of the minimum properties of all eigenvalues of Sturm-Liouville problems. The results are a simplification of work published in [1], where singular cases were considered but general boundary conditions were not.
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Lower Bounds for the Minimum Eigenvalue of Hadamard Product of M-Matrices

Bulletin of the Malaysian Mathematical Sciences Society, 2022
Jianxing Zhao
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MINIMUM WEIGHT MEMBERS FOR GIVEN LOWER BOUNDS ON EIGENVALUES

Engineering Optimization, 1981
The problem is solved of minimizing the mass of an elastic bar whose Euler buckling load and fundamental frequency of transverse vibrations are larger than certain prescribed values. The bar has a solid cross section and is to perform natural vibrations or act as a column at different times during its design life.
R. D. Parbery, Bhushan Lal Karihaloo
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Lower Bound Estimation of the Minimum Eigenvalue of Hadamard Product of an M-Matrix and its Inverse

Bulletin of the Iranian Mathematical Society, 2021
Wenlong Zeng, Jianzhou Liu
semanticscholar   +1 more source

On the minimum eigenvalue gap for vibrating string

Journal of Mathematical Analysis and Applications, 2022
Honglin Sun
semanticscholar   +1 more source

Improving Minimum-Variance Portfolios by Alleviating Overdispersion of Eigenvalues

Journal of Financial and Quantitative Analysis, 2019
In portfolio risk minimization, the inverse covariance matrix of returns is often unknown and has to be estimated in practice. Yet the eigenvalues of the sample covariance matrix are often overdispersed, leading to severe estimation errors in the inverse covariance matrix.
Fangquan Shi, Lianjie Shu, Aijun Yang, Fangyi He   +3 more
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Upper and Lower Bounds to the Eigenvalues of Double-Minimum Potentials

The Journal of Chemical Physics, 1965
Several methods of obtaining upper and lower bounds to the eigenvalues of self-adjoint operators bounded from below have recently been developed by Löwdin. All these procedures are based on a bracketing theorem. We mention them and discuss one of the variants that makes use of intermediate Hamiltonians.
Carlos F. Bunge, Annik Vivier Bunge
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The eigenvalue problem as a form of minimum least-squared approximation

Ocean Engineering, 1992
Abstract Two important tools used in the interpretation of ocean engineering data are the Minimum Least-Squared approximation technique (MLS) and the spectral analysis technique. Often, the inherent assumptions in these analytical techniques are overlooked by users which may, at times, bias the picture of the physics that remains to be understood ...
Rao Tatavarti, Y. Andrade
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