ABSTRACT: Mathematics and computer sciences need suitable methods for numerical calculations of integrals. Classical methods, based on polynomial interpolation, have many weak sides: they are useless ...

These lectures will survey the theoretical foundations of large sample covariance matrices. The goal is a comprehensive picture of the eigenvalues and eigenvectors (for instance the principal ...

ABSTRACT: Mathematics and computer sciences need suitable methods for numerical calculations of integrals. Classical methods, based on polynomial interpolation, have many weak sides: they are useless ...

THE history of the mathematical term “matrix” is likely to be very interesting. Its original meaning was an array of symbols (a mn) forming a rectangle of m rows and columns, out of which determinants ...