A fast algorithm for computing the smallest eigenvalue of a symmetric positive-definite Toeplitz matrix.
Nicola MastronardiMarc Van BarelRaf VandebrilPublished in: Numer. Linear Algebra Appl. (2008)
Keyphrases
- symmetric positive definite
- positive definite
- covariance matrix
- least squares
- diffusion tensor
- distribution function
- riemannian manifolds
- systems of linear equations
- covariance matrices
- von neumann
- magnetic resonance images
- optical flow
- kernel matrix
- structure tensor
- support vector
- kernel function
- linear combination
- high dimensional