而求解特征值问题的子空间迭代法,当矩阵的特征值的分布范围较大时,其收敛速度会受到限制。
The convergence rate of subspace iteration method used to compute eigenvalues problem is confined when the distribution range of eigenvalues is large.
引进了拟块有向边覆盖对角占优矩阵概念,给出了新的矩阵非奇异判定定理和特征值分布定理。
We introduced the concept of block directed edge cover diagonal quasi dominant matrix, obtained a new nonsingularity criteria for matrices and distribution theorem on eigenvalues of matrix.
利用随机矩阵理论我们发现相对收益的关联矩阵的特征值分布也具有幂律的特征。
By using random matrix theory we find that the distribution of eigenvalues of correlation matrix of relative return also follows a power-law.
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