Perturbation of the Eigenvalues of Quadratic Matrix Polynomials.
H. LangerBranko NajmanKresimir VeselicPublished in: SIAM J. Matrix Anal. Appl. (1992)
Keyphrases
- eigenvalues and eigenvectors
- covariance matrix
- singular value decomposition
- symmetric matrix
- correlation matrix
- singular values
- symmetric matrices
- pairwise
- eigendecomposition
- semidefinite
- positive definite
- objective function
- computational complexity
- adjacency matrix
- low rank
- linear algebra
- transformation matrix
- covariance matrices
- gram matrix
- sample size