Computing asymptotic eigenvectors and eigenvalues of perturbed symmetric matrices.
Konstantin UsevichSimon BarthelméPublished in: CoRR (2024)
Keyphrases
- symmetric matrices
- covariance matrix
- symmetric matrix
- positive definite
- eigenvalues and eigenvectors
- principal component analysis
- eigenvalue decomposition
- correlation matrix
- principal components
- singular value decomposition
- spectral clustering
- covariance matrices
- face recognition
- low dimensional
- sufficient conditions