On a numerical construction of doubly stochastic matrices with prescribed eigenvalues.

Kassem Rammal Bassam Mourad Hassan Abbas Hassan Issa

Published in: CoRR (2022)

Keyphrases

doubly stochastic
poisson process
weight matrix
wavelet coefficients
singular value decomposition
eigenvalues and eigenvectors
correlation matrix
covariance matrix
wavelet transform
symmetric matrices
support vector
arrival rate