Hermitian matrices of three parameters: perturbing coalescing eigenvalues and a numerical method.

Luca Dieci Alessandro Pugliese

Published in: Math. Comput. (2015)

Keyphrases

numerical methods
singular values
differential equations
maximum likelihood
singular value decomposition
covariance matrices
correlation matrix
pattern recognition
covariance matrix
eigenvalues and eigenvectors
image processing
feature vectors
eigendecomposition