Concept

Eigenvalue algorithm

Related lectures (32)

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Explores the postulates of Quantum Mechanics, emphasizing measurement, operators, eigenvalues, eigenvectors, and state transformation.

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Explores market response functions, flash crashes, correlation estimation, and noise filtering in finance.

Eigenvalues and Optimization: Numerical Analysis Techniques

Discusses eigenvalues, their calculation methods, and their applications in optimization and numerical analysis.

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Covers eigenvalues, eigenvectors, characteristic polynomials, and eigenspaces for square matrices.

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Explores computational methods in quantum physics, emphasizing exact diagonalization and space discretization techniques.

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Delves into the complexity of matrix computations, focusing on eigenvalues and eigenvectors, algorithms, errors, and numerical stability.

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Explores computing the leading eigenvalue of a transfer operator beyond periodic points, focusing on mathematical settings, spectral radius estimation, and the Zaremba Conjecture.