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RISA note on the inverse spectral problem for symmetric doubly stochastic matrices
The symmetric doubly stochastic inverse spectral problem is the problem of de-termining necessary and sufficient conditions for a real n-tuple to be the spectrum of an n × n symmetric doubly stochastic matrix. For n ≥ 4, ...
Estimates of genetic parameters and eigenvector indices for milk production of Holstein cows
On the E optimality of complete block designs under a mixed interference model
Martingale approximation of eigenvalues for common factor representation
Localizing algebras and invariant subspaces
Bounds for convex quadratic programming problems and some important applications
This paper proposes bounds for the objective function of convex quadratic programming problem (QPP) in general form. The method uses just the eigenvalues of the Hessian matrix. By use of the eigenvalues of the Hessian matrix and solving two simple...
Eigenvalue spread criteria in the particle swarm Eigenvalue spread criteria in the particle swarm parametric problems
based on uniformity of population of particles, the uniformity of which is obtained using eigenvalue spread of covariance of population. Two simple examples are provided for showing the efficiency of the proposed
method. For solving these examples...
Eigenvalue spread criteria in the particle swarm optimization algorithm for solving of constraint parametric problems
PSO algorithm is decreased based on uniformity of population of particles, the uniformity of which is obtained using
eigenvalue spread of covariance of population. Two simple examples are provided for showing the efficiency of the proposed...