Journal of Computational Mathematics, Vol. 26, No. 2 (March 2008), pp. 227-239 (13 pages) We discuss semiconvergence of the extrapolated iterative methods for solving singular linear systems. We ...
We show that, for an n × n random matrix A with independent uniformly anticoncentrated entries such that E ‖ A ‖ HS 2 ≤k n 2 , the smallest singular value σn(A) of A satisfies â„™{ σ n ( A )≤ ε n }≤Cε+2 ...
The estimated covariance matrix of the parameter estimates is computed as the inverse Hessian matrix, and for unconstrained problems it should be positive definite. If the final parameter estimates ...