vol11_pp162-167. 115KB Jun 04 2011 12:05:51 AM
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In this article a fast computational method is provided in order to calculate the Moore-Penrose inverse of full rank m × n matrices and of square matrices with at least one zero row
Stochastic and doubly stochastic matrices are also constructed with a given spectrum and with any legitimately prescribed elementary divisors..
Our rank certificate can also be applied for certifying the rank of sparse or structured integer matrices using the black box approach.. Indeed the techniques we have presented can
It is shown that the new family of companion forms preserves both the finite and infinite elementary divisors structure of the original polynomial matrix, thus all its members can
The problem of determining the multiplicities of an eigenvalue of a product of companion matrices appears in the study of Random Walks in a Periodic Environment (RWPE), a type of
It is shown that, for any given polynomially normal matrix with respect to an indefinite inner product, a nonnegative (with respect to the indefinite inner product) invariant sub-
Generalizing the Bruhat order for permutations (so for permutation matrices), a Bruhat order is defined for the class of m by n (0, 1)-matrices with a given row and column sum
In this paper we study one dimensional backward stochastic differential equations (BSDEs) with random terminal time not necessarily bounded or finite when the generator F ( t , Y , Z
