Eigenvalue Placement for Regular Matrix Pencils with Rank One Perturbations.

Hannes Gernandt Carsten Trunk

Published in: SIAM J. Matrix Anal. Appl. (2017)

Keyphrases

covariance matrix
perturbation theory
singular values
singular value decomposition
eigenvalue problems
least squares
correlation matrix
symmetric matrix
positive definite
nuclear norm minimization
information retrieval
social networks
laplacian matrix
auto correlation