3 problems

Let $\mathbf{R}$ be a Hermitian positive-definite matrix arising from a broad class of physical signal models, and let $\mathcal{B}$ be a basis. Let…

A Hermitian generalized eigenproblem is given by … where $\boldsymbol{\mathit{H}}\in\mathbb{H}^n$ and $\boldsymbol{\mathit{S}}\in\mathbb{C}^{n}_{++}$. After transforming it using a…

Consider the singular pencil $\Delta_1-\lambda\Delta_0$ of size $300\times 300$ arising from two random matrices $A$ and $B$ of size $10\times 10$. Its true eigenvalues are the val…