Description: Introduction to linear algebra. Systems of linear equations, matrix algebra, vector spaces, determinants, eigenvalues and eigenvectors, diagonalization of matrices, applications. Not open ...
A relatively obscure eigenvalue due to Wielandt is used to give a simple derivation of the asymptotic distribution of the eigenvalues of a random symmetric matrix. The asymptotic distributions are ...
This paper considers the sensitivity of the eigenvalues and eigenvectors of the generalized matrix eigenvalue problem Ax = λ Bx to perturbations of A and B. The ...