Improving the condition number of a simple eigenvalue by a rank one matrix.

Rafael Bru Rafael Cantó Ana M. Urbano

Published in: Appl. Math. Lett. (2016)

Keyphrases

condition number
correlation matrix
linear algebra
interior point methods
condition numbers
regression model
sparse matrices
least squares
power spectrum
linear least squares
singular value decomposition
numerical stability
feature selection
multiscale
covariance matrix
convex optimization