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May
22
comment Probability that one folded normal is bigger than another?
I would love to see your sketch.
May
22
comment Computing bottom $k$-eigenspace of a matrix via top $k$-eigenspace of another matrix
Why should the bottom eigenvectors of $R$ be the same here as the bottom eigenvectors of $S$?
May
22
comment Computing bottom $k$-eigenspace of a matrix via top $k$-eigenspace of another matrix
Thank you for your comment. You are right. I have modified the question to reflect my real wish, which is a matrix that is less expensive to compute than the full eigendecomposition or inverse.
May
22
revised Computing bottom $k$-eigenspace of a matrix via top $k$-eigenspace of another matrix
added 108 characters in body
May
20
asked Probability that one folded normal is bigger than another?
May
20
comment Computing volume of an ellipsoid with a cone about its major axis removed?
3d case is not so bad and specific equations for the cone are also not bad in this case
May
18
revised Equation of a cone in $\mathbb{R}^n$ formed by taking all points within angle $\alpha$ of a line.
added 164 characters in body
May
18
asked Equation of a cone in $\mathbb{R}^n$ formed by taking all points within angle $\alpha$ of a line.
May
18
asked Computing volume of an ellipsoid with a cone about its major axis removed?
May
16
awarded  Investor
May
14
asked Computing bottom $k$-eigenspace of a matrix via top $k$-eigenspace of another matrix
Apr
14
awarded  Tumbleweed
Apr
8
accepted Simple question about inequality involving eigenvalue of a matrix and a scaled version of that matrix
Apr
7
asked How can you convert elliptical distribution expression to covariance matrix and vice versa?
Apr
1
revised Simple question about inequality involving eigenvalue of a matrix and a scaled version of that matrix
edited body
Mar
30
revised Simple question about inequality involving eigenvalue of a matrix and a scaled version of that matrix
edited body
Mar
29
comment Simple question about inequality involving eigenvalue of a matrix and a scaled version of that matrix
It is fixed. Sorry for the typos.
Mar
29
revised Simple question about inequality involving eigenvalue of a matrix and a scaled version of that matrix
fixed typos
Mar
29
revised Simple question about inequality involving eigenvalue of a matrix and a scaled version of that matrix
edited body; edited tags; edited title
Mar
28
asked Simple question about inequality involving eigenvalue of a matrix and a scaled version of that matrix