Eigenfunction properties and approximations of selected incidence matrices employed in spatial analyses
From MaRDI portal
Publication:1595141
DOI10.1016/S0024-3795(00)00031-8zbMath1157.62413MaRDI QIDQ1595141
Publication date: 11 February 2001
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Incidence matrixStochastic matrixEigenfunctionHexagonal tessellationSpatial analysisSquare tessellation
Related Items
Extreme eigenfunctions of adjacency matrices for planar graphs employed in spatial analyses, Testing Spatial Autocorrelation in Weighted Networks: The Modes Permutation Test, Faster maximum likelihood estimation of very large spatial autoregressive models: an extension of the Smirnov–Anselin result, Eigenvector visualization and art, Chebyshev approximation of log-determinants of spatial weight matrices, An \(O(N)\) parallel method of computing the log-Jacobian of the variable transformation for models with spatial interaction on a lattice, The Moran coefficient for non-normal data
Cites Work
- First-order autoregressive models: A method for obtaining eigenvalues for weighting matrices
- Monte Carlo estimates of the log determinant of large sparse matrices
- On the structure of stochastic matrices with a subdominant eigenvalue near 1
- Some large-scale matrix computation problems
- Estimation Methods for Models of Spatial Interaction
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item