„Matrix Functions“
Suchergebnisse
647 Treffer
-
Vector bundles and sheaf-theoretic matrix-valued kernel functions
-
Regulatory functions of the neural extracellular matrix for the maturation of the spinal cord radial glia and its progeny
-
The roles of extracellular matrix molecules matrilins and aggrecan in bone development and articular cartilage functions
-
Fast Fourier Methods for Trigonometric Polynomials and Bandlimited Functions
-
Accurate optical simulation of disordered scattering layers for light extraction from organic light emitting diodes
-
Restarting and error estimation in polynomial and extended Krylov subspace methods for the approximation of matrix functions
-
Immunobiological functions of matrix metalloproteinase-13 in bone marrow-derived dendritic cells and its contribution to the pathogenesis of bronchiolitis obliterans syndrome
-
Birds, bats and arthropods in tropical agroforestry landscapes: Functional diversity, multitrophic interactions and crop yield
-
Spectral functions of low-dimensional quantum systems
-
Genetic analyses of fibronectin functions in vivo and in vitro
-
Entropy functions and rare events in disordered systems by transfer matrix calculations and Monte Carlo sampling
-
Extended matrix variate hypergeometric function and its related functions
-
New classes of potential matrix metalloproteinase inhibitors based on oxamate, carbamoylphosphonate and bisphosphonate functions
-
Ab-initio Wannier functions, Coulomb matrix elements, Hartree (-Fock) and LSDA calculations for the 3d transition metals Fe, Co, Ni and Cu
-
Correlation functions and fidelity decay in chaotic systems
-
A new Riemannian Multiplicative Updates for Chordal Nonnegative Matrix Factorization
-
Random Matrices and Iterated Random Functions – Münster, October 2011
-
Extended proof of the statement: Convergence rate of expected spectral functions of the sample covariance matrix Ȓ mn (n) is equal to O (n -1/2) under the condition m n n -1 ≤ c < i and the method of critical steepest descent
-
A stochastic operational matrix method for numerical solutions of multi-dimensional stochastic Itô–Volterra integral equations
-
Canonical equation for normalized spectral functions of a pencil of random nonsymmetric matrices