Distribution of Entries in a Substochastic Matrix Having Eigenvalues Near 1.
Darald J. HartfielPublished in: SIAM J. Matrix Anal. Appl. (2000)
Keyphrases
- covariance matrix
- eigenvalues and eigenvectors
- singular value decomposition
- correlation matrix
- singular values
- low rank
- probability distribution
- spatial distribution
- symmetric matrices
- data sets
- rows and columns
- positive definite
- marginal distributions
- power law
- uniformly distributed
- data distribution
- random variables
- principal component analysis
- pairwise
- neural network