#factor #determinacy using #rstats #package #Rnest #next #eigenvalue #sufficiency #test github.com/quantmeth/Rn..., the article www.tandfonline.com/doi/full/10....
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#eigenvalue
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Numerical solution required. Using self-written FEM and a beautiful reformulation of a gyroscopic quadratic #eigenvalue problem to make it solvable with ARPACK (pity the SHIRA implementation was/is paywalled in SLICOT).
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... anyway, i'm sure there's nothing new in this idea, but the point of it was to address a related question: suppose that the eigensystem of the (square matrix) A is known, and then you are given a related matrix B = A + E, where E represents some type of random noise. Can a simple relationship […]
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Another #rstats #package #Rnest #next #eigenvalue #sufficiency #test to determine number of factors in #exploratory #factor #analysis #EFA github.com/quantmeth/Rn..., here’s the article www.tandfonline.com/doi/full/10....
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Deflated Dynamics Value Iteration
Jongmin Lee, Amin Rakhsha, Ernest K. Ryu, Amir-massoud Farahmand
Action editor: Matteo Papini
https://openreview.net/forum?id=IbQTE24aZw
#iterative #iteration #eigenvalue
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Thanks to the Manchester NA group for organizing a seminar by David Watkins, one of the foremost experts on matrix eigenvalue algorithms. I find numerical linear algebra talks often too technical, but I could follow David's talk quite well even though I did not get everything, so thanks for that […]
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