Eigenvalue problems are a cornerstone of modern applied mathematics, arising in diverse fields from quantum mechanics to structural engineering. At their heart, these problems seek scalar values and ...

We propose a new approach for estimating high-dimensional, positive-definite covariance matrices. Our method extends the generalized thresholding operator by adding an explicit eigenvalue constraint.

The QR algorithm is currently the most popular method for finding all eigenvalues of a full matrix. While QR is now well understood by specialists in eigenvalue computations, this understanding is not ...