Distribution of Eigenvalues for Some Sets of Random Matrices
نویسندگان
چکیده
منابع مشابه
A mathematically simple method based on denition for computing eigenvalues, generalized eigenvalues and quadratic eigenvalues of matrices
In this paper, a fundamentally new method, based on the denition, is introduced for numerical computation of eigenvalues, generalized eigenvalues and quadratic eigenvalues of matrices. Some examples are provided to show the accuracy and reliability of the proposed method. It is shown that the proposed method gives other sequences than that of existing methods but they still are convergent to th...
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Marchenko, A. A., and Pastur, L. A. (1967), “Distribution of Eigenvalues for Some Sets of Random Matrices,” Mathematics of the USSR-Sbornik, 1, 457– 483. Mardia, K. V., Kent, J. T., and Bibby, J. M. (1979), Multivariate Analysis, New York: Academic Press. Mehta, M. L. (1967), Random Matrices and the Statistical Theory of Energy Levels, New York: Academic Press. Wigner, E. P. (1958), “On the Dis...
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تاریخ انتشار 2005