Abstract: This letter proposes an efficient method for calculating the eigenvalues of large-scale exponential correlation matrices by leveraging tridiagonal matrix theory. The approach explicitly ...

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 ...

This is a preview. Log in through your library . Abstract Brake squeal has been analyzed by finite elements for some time. Among several methods, complex eigenvalue analysis is proving useful in the ...

Mathematics of Computation, Vol. 50, No. 182 (Apr., 1988), pp. 431-448 (18 pages) Let $A$ be an $n \times n$ banded block Toeplitz matrix of bandwidth $k$ with $m ...

This project is the first part of my master thesis where we try to simulate Matrix Models which corresponds to 2D Quantum Gravity Models. In the following, you can find a small introduction to the ...

matrices-expm is a collection of MATLAB functions that generate the selected matrices for testing the matrix exponential. All matrices are square and have a fixed size, ranging from 2-by-2 to 20-by-20 ...

ABSTRACT: Variational methods are highly valuable computational tools for solving high-dimensional quantum systems. In this paper, we explore the effectiveness of three variational methods: density ...