SIAM Journal on Numerical Analysis, Vol. 49, No. 5/6 (2011), pp. 1860-1874 (15 pages) Transmission eigenvalues have important applications in inverse scattering theory. They can be used to obtain ...

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.