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djalil.chafai.net | ||
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fabricebaudoin.blog
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| | | | | In this section, we consider a diffusion operator $latex L=\sum_{i,j=1}^n \sigma_{ij} (x) \frac{\partial^2}{ \partial x_i \partial x_j} +\sum_{i=1}^n b_i (x)\frac{\partial}{\partial x_i}, $ where $latex b_i$ and $latex \sigma_{ij}$ are continuous functions on $latex \mathbb{R}^n$ and for every $latex x \in \mathbb{R}^n$, the matrix $latex (\sigma_{ij}(x))_{1\le i,j\le n}$ is a symmetric and non negative matrix. Our... | |
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nhigham.com
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| | | | | In linear algebra terms, a correlation matrix is a symmetric positive semidefinite matrix with unit diagonal. In other words, it is a symmetric matrix with ones on the diagonal whose eigenvalues are all nonnegative. The term comes from statistics. If $latex x_1, x_2, \dots, x_n$ are column vectors with $latex m$ elements, each vector containing... | |
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mycqstate.wordpress.com
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| | | | | Today I'd like to sketch a question that's been pushing me in a lot of different directions over the past few years --- some sane, others less so; few fruitful, but all instructive. The question is motivated by the problem of placing upper bounds on the amount of entanglement needed to play a two-player non-local... | |
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djalil.chafai.net
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| | | Let $X$ be an $n\times n$ complex matrix. The eigenvalues $\lambda_1(X), \ldots, \lambda_n(X)$ of $X$ are the roots in $\mathbb{C}$ of its characteristic polynomial. We label them in such a way that $\displaystyle |\lambda_1(X)|\geq\cdots\geq|\lambda_n(X)|$ with growing phases. The spectral radius of $X$ is $\rho(X):=|\lambda_1(X)|$. The singular values $\displaystyle s_1(X)\geq\cdots\geq s_n(X)$ of $X$ are the eigenvalues of the positive semi-definite Hermitian... | ||
