Sökning: "largest eigenvalue"

Visar resultat 1 - 5 av 6 uppsatser innehållade orden largest eigenvalue.

  1. 1. Analysis, Implementation and Evaluation of Direction Finding Algorithms using GPU Computing

    Master-uppsats, Linköpings universitet/Institutionen för datavetenskap

    Författare :Regina Andersdotter; [2022]
    Nyckelord :GPU; GPU Computing; Direction Finding; GPU Suitability; CUDA; Multiple Signal Classification; Weighted Subspace Fitting; Correlative Interferometer; runtime; angle resolution; block size;

    Sammanfattning : Direction Finding (DF) algorithms are used by the Swedish Defence Research Agency (FOI) in the context of electronic warfare against radio. Parallelizing these algorithms using a Graphics Processing Unit (GPU) might improve performance, and thereby increase military support capabilities. LÄS MER

  3. 2. Asymptotics of beta-Hermite Ensembles

    Kandidat-uppsats, Linköpings universitet/Matematisk statistik; Linköpings universitet/Tekniska fakulteten

    Författare :Filip Berglund; [2020]
    Nyckelord :beta-Hermite ensembles; Gaussian ensembles; empirical distribution function; level density; largest eigenvalue; order statistic; Sturm sequence; Hermite polynomials; beta-Hermite ensemblerna; gaussiska ensemblerna; empiriska fördelningsfunktionen; nivåtäthet; största egenvärdet; ordningsstatiska; Sturmföljder; Hermitepolynom;

    Sammanfattning : In this thesis we present results about some eigenvalue statistics of the beta-Hermite ensembles, both in the classical cases corresponding to beta = 1, 2, 4, that is the Gaussian orthogonal ensemble (consisting of real symmetric matrices), the Gaussian unitary ensemble (consisting of complex Hermitian matrices) and the Gaussian symplectic ensembles (consisting of quaternionic self-dual matrices) respectively. We also look at the less explored general beta-Hermite ensembles (consisting of real tridiagonal symmetric matrices). LÄS MER

  4. 3. Enhancing ESG-Risk Modelling - A study of the dependence structure of sustainable investing

    Master-uppsats, KTH/Matematisk statistik

    Författare :Edvin Berg; Karl Wilhelm Lange; [2020]
    Nyckelord :ESG; Sustainable Investing; Dependency Structure; Correlation; Risk; Random Matrix Theory; Eigenvalue; Eigenvalue Decomposition; Minimum Variance Portfolio; ESG; Hållbar Investering; Beroendestruktur; Korrelation; Stokastisk Matristeori; Egenvärden; Egenvärdes Dekomposition; Minimal Variansportfölj;

    Sammanfattning : The interest in sustainable investing has increased significantly during recent years. Asset managers and institutional investors are urged to invest more sustainable from their stakeholders, reducing their investment universe. LÄS MER

  5. 4. Limiting Behavior of the Largest Eigenvalues of Random Toeplitz Matrices

    Master-uppsats, KTH/Matematik (Inst.)

    Författare :Samuel Modée; [2019]
    Nyckelord :Random matrix; Toeplitz matrix; largest eigenvalues; eigenvectors; slumpmatriser; Toeplitz matrices; största egenvärde; egenvektorer;

    Sammanfattning : We consider random symmetric Toeplitz matrices of size n. Assuming that the entries on the diagonals are independent centered random variables with finite γ-th moment (γ>2), a law of large numbers is established for the largest eigenvalue. LÄS MER

  7. 5. Return Models and Covariance Matrices

    Master-uppsats, Lunds universitet/Fysiska institutionen; Lunds universitet/Matematisk fysik

    Författare :Xiaolei Xie; [2014]
    Nyckelord :returns; stochastic volatility; GARCH; covariance matrix; random matrix; spectral distribution; Physics and Astronomy;

    Sammanfattning : Return models and covariance matrices of return series have been studied. In particular, GARCH and SV models are compared with respect to their forecasting accuracy when applied to intraday return series. SV models are found to be considerably more accurate and more consistent in accuracy in forecasting. LÄS MER