irbleigs A MATLAB program for computing a few eigenvalues and associated eigenvectors located anywhere in spectrum of a large sparse Hermitian matrix.

The problem of estimating the eigenvalues and eigenvectors of the covariance matrix associated with a multivariate stochastic process is considered. The focus is on finite sample size situations, ...

We consider the covariance matrix for dichotomous Guttman items under a set of uniformity conditions, and obtain closed-form expressions for the eigenvalues and eigenvectors of the matrix. In ...