Journal of Applied Probability, Vol. 41, Stochastic Methods and Their Applications (2004), pp. 347-360 (14 pages) This paper investigates the probabilistic behaviour of the eigenvalue of the empirical ...
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 ...
where A is an arbitrary square numeric matrix for which eigenvalues and eigenvectors are to be calculated. The following are properties of the unsymmetric real eigenvalue problem, in which the real ...