Adaptive Procedure for Estimating Parameters for the Nonsymmetric Tchebychev Iteration.
Aggregation/disaggregation method for safety models
The paper concerns the possibilities for mathematical modelling of safety related systems (equipment oriented on safety). Some mathematical models have been required by the present European Standards for the railway transport. We are interested in the possibility of using Markov’s models to meet these Standards. In the text an example of using that method in the interlocking equipment life cycle is given. An efficient aggregation/disaggregation method for computing some characteristics of Markov...
Algorithms. 42. BISEC. The eigenvalues of the symmetric eigenproblem and related eigenproblems
Algorithms for Lambda-Matrices.
An Accelerated Bisection Method for the Calculation of Eigenvalues of a Symmetric Tridiagonal Matrix.
An Algorithm to Compute a Sparse Basis of the Null Space.
An analysis of the pole placement problem I: The single-input case.
An analysis of the pole placement problem. II: The multi-input case.
An Analysis of the Shifted LR Algorithm.
An Eigenvalue Algorithm for Skew-Symmetric Matrices.
An implicit restarted Lanczos method for large symmetric eigenvalue problems.
An SVD approach to identifying metastable states of Markov chains.
Application du théorème de Sylvester à la localisation des valeurs propres de dans le cas symétrique
Approximate determination of eigenvalues and eigenvectors of selfadjoint operators
Approximation and asymptotics of eigenvalues of unbounded self-adjoint Jacobi matrices acting in l 2 by the use of finite submatrices
We consider the problem of approximation of eigenvalues of a self-adjoint operator J defined by a Jacobi matrix in the Hilbert space l 2(ℕ) by eigenvalues of principal finite submatrices of an infinite Jacobi matrix that defines this operator. We assume the operator J is bounded from below with compact resolvent. In our research we estimate the asymptotics (with n → ∞) of the joint error of approximation for the eigenvalues, numbered from 1 to N; of J by the eigenvalues of the finite submatrix J...
Approximation du spectre d'un operateur linearie; application aux operateurs differentiels elliptiqes non autoadjoints.
Approximation of the minimal Geršgorin set of a square complex matrix.
Arnoldi-Faber method for large non Hermitian eigenvalue problems.
Arnoldi-Tchebychev procedure for large scale nonsymmetric matrices
Asymptotics for weakly dependent errors-in-variables
Linear relations, containing measurement errors in input and output data, are taken into account in this paper. Parameters of these so-called errors-in-variables (EIV) models can be estimated by minimizing the total least squares (TLS) of the input-output disturbances. Such an estimate is highly non-linear. Moreover in some realistic situations, the errors cannot be considered as independent by nature. Weakly dependent (- and -mixing) disturbances, which are not necessarily stationary nor identically...