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What do we know about the generalized eigenvalue problem involving a projector?

Consider a matrix $A\in\mathbb{R}^{n\times n}$ and a projector $P\in\mathbb{R}^{n\times n}$. Are there results regarding the generalized eigenpairs $(v,\lambda)$ of the generalized eigenproblem $$...
Kirk S.'s user avatar
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2 votes
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References on discrete Sturm-Liouville eigenvectors convergence

Let $ L : u_n \mapsto a_n u_{n + 1} + b_n u_n + a_{n - 1} u_{n -1} = \nabla ( a_n \Delta u_n ) + (b_n + a_n + a_{n - 1}) u_n $ be a discrete Sturm-Liouville operator, with $ \nabla u_n := u_{n + 1} - ...
Synia's user avatar
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Sparse Eigenvectors for the Discrete Fourier Transform matrix

There are many ways to choose eigenbasis for the Discrete Fourier Transform matrix since it has only $4$ distinct eigenvalues taken from $\{\pm 1,\pm i\}$. Has there been any refereed work that ...
user16007's user avatar
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What is known about the distribution of eigenvectors for random positive semidefinite matrices?

Let $\{x_i\}_{i=1}^n \subset \mathbb{R}^d$ be iid random vectors drawn from probability measure $P$. Define the random $d \times d$ real positive semidefinite matrix, $$ S_n = \frac{1}{n} \sum_{i=1}^n ...
Drew Brady's user avatar