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Some new bounds of the minimum eigenvalue for the Hadamard product of anM-matrix and an inverseM-matrix

Jianxing Zhao, Caili Sang (2016)

Open Mathematics

Some convergent sequences of the lower bounds of the minimum eigenvalue for the Hadamard product of a nonsingular M-matrix B and the inverse of a nonsingular M-matrix A are given by using Brauer’s theorem. It is proved that these sequences are monotone increasing, and numerical examples are given to show that these sequences could reach the true value of the minimum eigenvalue in some cases. These results in this paper improve some known results.

Some Properties of Mittag-Leffler Functions and Matrix-Variate Analogues: A Statistical Perspective

Mathai, A. (2010)

Fractional Calculus and Applied Analysis

Mathematical Subject Classification 2010:26A33, 33E99, 15A52, 62E15.Mittag-Leffler functions and their generalizations appear in a large variety of problems in different areas. When we move from total differential equations to fractional equations Mittag-Leffler functions come in naturally. Fractional reaction-diffusion problems in physical sciences and general input-output models in other disciplines are some of the examples in this direction. Some basic properties of Mittag-Leffler functions are...

Some remarks on operators preserving partial orders of matrices

Jan Hauke (2008)

Discussiones Mathematicae Probability and Statistics

Stępniak [Linear Algebra Appl. 151 (1991)] considered the problem of equivalence of the Löwner partial order of nonnegative definite matrices and the Löwner partial order of squares of those matrices. The paper was an important starting point for investigations of the problem of how an order between two matrices A and B from different sets of matrices can be preserved for the squares of the corresponding matrices A² and B², in the sense of the Löwner partial ordering, the star partial ordering,...

Sparse recovery with pre-Gaussian random matrices

Simon Foucart, Ming-Jun Lai (2010)

Studia Mathematica

For an m × N underdetermined system of linear equations with independent pre-Gaussian random coefficients satisfying simple moment conditions, it is proved that the s-sparse solutions of the system can be found by ℓ₁-minimization under the optimal condition m ≥ csln(eN/s). The main ingredient of the proof is a variation of a classical Restricted Isometry Property, where the inner norm becomes the ℓ₁-norm and the outer norm depends on probability distributions.

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