搜索结果: 1-2 共查到“计算机科学技术基础学科 matrix”相关记录2条 . 查询时间(0.234 秒)
On computing the H_infinity-norm of a transfer matrix
Transfer matrix the bisection algorithm computation the transfer matrix the norm
2015/8/13
We present a simple bisection algorithm to compute the H_infinity norm of a transfer matrix. The bisection method is far more efficient than algorithms which involve a search over frequencies, and mor...
Cross Correlation of Intra-day Stock Prices in Comparison to Random Matrix Theory
Principal Component Random Matrix Theory Cross Correlation Eigenvalues Stock Market
2013/1/28
We propose and apply a new algorithm of principal component analysis which is suitable for a large sized, highly random time series data, such as a set of stock prices in a stock market. This algorith...