High-Dimensional Random Matrices from the Classical Matrix Groups, and Generalized Hypergeometric Functions of Matrix Argument.
Donald St. P. RichardsPublished in: Symmetry (2011)
Keyphrases
- singular value decomposition
- high dimensional
- singular values
- positive definite
- matrix representation
- rows and columns
- linear algebra
- coefficient matrix
- low dimensional
- symmetric positive definite
- eigenvalues and eigenvectors
- perturbation theory
- square matrices
- dimensionality reduction
- eigenvalue decomposition
- block diagonal
- correlation matrix
- projection matrices
- covariance matrix
- low rank and sparse
- symmetric matrix
- sparse matrix
- projection matrix
- sparse matrices
- factorization method
- data matrix
- covariance matrices
- low rank
- systems of linear equations
- eigenvalue problems
- high dimensionality
- similarity measure