Computation of multiple eigenvalues and generalized eigenvectors for matrices dependent on parameters.
Alexei A. MailybaevPublished in: Numer. Linear Algebra Appl. (2006)
Keyphrases
- eigenvalues and eigenvectors
- covariance matrix
- eigendecomposition
- singular value decomposition
- correlation matrix
- eigenvalue problems
- principal component analysis
- principal components
- linear algebra
- covariance matrices
- parameter estimation
- singular values
- maximum likelihood
- symmetric matrices
- missing data
- parameter values
- expectation maximization
- pseudo inverse
- pairwise