Eigenfunction properties and approximations of selected incidence matrices employed in spatial analyses

DOI10.1016/S0024-3795(00)00031-8MaRDI QIDQ1595141zbMATH OpenFDO

Authors Daniel A. Griffith

Publication date 11 February 2001

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0024-3795(00)00031-8

zbMATH Keywords

EigenfunctionHexagonal tessellationIncidence matrixSpatial analysisSquare tessellationStochastic matrix

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Directional data; spatial statistics (62H11)

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Cites work

• Estimation Methods for Models of Spatial Interaction
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• 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

Cited in

(11)

• Extreme eigenfunctions of adjacency matrices for planar graphs employed in spatial analyses
• A simple closed-form relation between spatial weight matrices with different scalings
• Spatial circulants, with applications
• Spatial design matrices and associated quadratic forms: structure and properties
• 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
• Spectral geometry and Riemannian manifold mesh approximations: some autocorrelation lessons from spatial statistics
• 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

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