The Antitriangular Factorization of Symmetric Matrices.

Nicola Mastronardi Paul Van Dooren

Published in: SIAM J. Matrix Anal. Appl. (2013)

Keyphrases

symmetric matrices
symmetric matrix
matrix factorization
pairwise
singular value decomposition
covariance matrices
positive definite
factorization method
feature selection
covariance matrix
eigenvalue decomposition