The ratio of the largest eigenvalue divided by the trace of a p×p random Wishart matrix with n degrees of freedom and identity covariance matrix plays an important role in variou...
Abstract. This paper concerns the computation of the coefficients ck of the characteristic polynomial of a real or complex matrix A. We analyze the forward error in the coefficient...
The Lanczos method is often used to solve a large and sparse symmetric matrix eigenvalue problem. There is a well-established convergence theory that produces bounds to predict the...
— This paper analyzes two classes of consensus algorithms in presence of bounded measurement errors. The protocols taken into account adopt an updating rule based either on const...
We show that the optimal complexity of Nesterov's smooth first-order optimization algorithm is preserved when the gradient is only computed up to a small, uniformly bounded er...