Abstract: Sequential matrix diagonalisation (SMD) refers to a family of algorithms to iteratively approximate a polynomial matrix eigenvalue decomposition. Key is to transfer as much energy as ...
Abstract. This paper presents two kinds of symmetric tridiagonal plus paw form (hereafter TPPF) matrices, which are the combination of tridiagonal matrices and bordered diagonal matrices. In ...
This is a preview. Log in through your library . Abstract The properties of a range of maximum eigenvalue and trace tests for the cointegrating rank of a vector autoregressive process are compared.
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