Eigenvalue Conditions for Convergence of Singularly Perturbed Matrix Exponential Functions.

Published in: SIAM J. Control. Optim. (2010)

Keyphrases

covariance matrix
perturbation theory
least squares
linear complementarity problem
eigenvalue problems
sufficient conditions
initial conditions
data sets
singular value decomposition
low rank
algebraic properties
support vector
convergence rate
positive definite
correlation matrix
symmetric matrix