Real eigenvalues

It is well known that the variance of tally is biased in a Monte Carlo calculation based on the power iteration method. Several studies have been conducted to estimate the real variance. Among them, the batch method, which was proposed by Gelbard and Prael, has been utilized actively in many Monte Carlo codes because the method is straightforward, and it is easy to implement the method in the codes.

9p minhxaminhyeu3 12-06-2019 14 2   Download

Variational principles for real eigenvalues of self-adjoint operator pencils in nonseparated root zones are studied. The main concern of this paper is the variational theoryof the spectrum for a class of self-adjoint operator pencils.

10p danhdanh27 07-01-2019 17 2   Download

We study unitary random matrix ensembles of the form −1 Zn,N | det M |2α e−N Tr V (M ) dM, where α −1/2 and V is such that the limiting mean eigenvalue density for n, N → ∞ and n/N → 1 vanishes quadratically at the origin. In order to compute the double scaling limits of the eigenvalue correlation kernel near the origin, we use the Deift/Zhou steepest descent method applied to the Riemann-Hilbert problem for orthogonal polynomials on the real line with respect to the weight |x|2α e−N V (x) . ...

42p dontetvui 17-01-2013 69 7   Download

is equivalent to the 2n × 2n real problem A −B u u · =λ B A v v (11.4.2) Note that the 2n × 2n matrix in (11.4.2) is symmetric: AT = A and BT = −B if C is Hermitian. Corresponding to a given eigenvalue λ, the vector −v u (11.4.3)

5p babyuni 17-08-2010 50 3   Download

Most high resolution direction-of-arrival (DOA) estimation methods rely on subspace or eigenbased information which can be obtained fromthe eigenvalue decomposition (EVD) of an estimated correlation matrix, or from the singular value decomposition (SVD) of the corresponding data matrix. However, the expense of directly computing these decompositions is usually prohibitive for real-time processing. Also, because theDOAangles are typically time-varying, repeatedcomputation is necessarytotracktheangles.

17p longmontran 18-01-2010 74 5   Download