Here are three examples that we will consider. In each case, we have pre-computed the eigenvalues and eigenvectors (check them yourself). \[ A = \begin{bmatrix} 2 & 2 ...
The well-known error estimates for the numerical computation of eigenvalues of symmetric integral equations are extended to the computation of the eigenvectors. The ...
This is a preview. Log in through your library . Abstract We consider a multivariate heavy-tailed stochastic volatility model and analyze the large-sample behavior of its sample covariance matrix. We ...
Eigensensitivity analysis addresses how the spectral properties of damped systems—specifically, the eigenvalues and eigenvectors—respond to variations in system parameters. This analytical approach is ...