0
votes
1answer
292 views

Intuitive meaning of right and left eigenvector

I am trying to get an intuitive understanding of the meanings of right and left eigenvectors. I guess the best thing you can do is to provide examples of application. (Examples from the field of ...
1
vote
0answers
81 views

Eigenvalue/eigenvector calculation for linearly changed matrices

I'm looking for a way to speed up my computation that involves solving a moderate size generalised eigenvalue problem (matrices 400x400) large number of times depending on the parameter $m$. The ...
0
votes
2answers
57 views

matrix question - help needed

I am doing revision on matrices and came across this question. The solution (the matrix provided below the question) is there. I am not sure how or why 180 is in the position (1,4) (row and column ...
1
vote
0answers
63 views

Tensor compact/matrix form.

I have got this tensor $S_{ij} = \frac{1}{2}(\frac{\partial u_i}{\partial x_j} + \frac{\partial u_j}{\partial x_i})$ Anyway I solve it for my problem and get $$ S_{ij} = \left( \begin{array}{ccc} 0 ...
2
votes
2answers
130 views

Choosing set of best estimators for linear least squares

I have a measured experimental dataset which is well approximated by the sum of several basis functions in linear combinations. Linear least squares of course gives me the optimal weight for each ...
2
votes
2answers
740 views

How to 'minimize' correlation between series

Hi fellow mathemagicians, let's say that I have 3 series of numerical results (they represent 'drawdowns') : ...