Numerical validation for an inverse matrix eigenvalue problem.
Götz AlefeldA. GiengerGünter MayerPublished in: Computing (1994)
Keyphrases
- correlation matrix
- covariance matrix
- perturbation theory
- orthogonal matrices
- eigenvalue problems
- random matrix theory
- jacobian matrix
- matrix inversion
- least squares
- singular value decomposition
- positive definite
- pseudo inverse
- square root
- numerical analysis
- real time
- low rank
- symmetric matrix
- sensitivity analysis
- feature extraction
- linear algebra
- coefficient matrix
- numerical data
- laplacian matrix
- auto correlation
- pairwise
- information retrieval