The bounds of the eigenvalues for rank-one modification of Hermitian matrix.
Guang-hui ChengZhida SongJianfeng YangJia SiPublished in: Numer. Linear Algebra Appl. (2014)
Keyphrases
- singular values
- singular value decomposition
- low rank
- matrix completion
- lower bound
- upper bound
- eigenvalues and eigenvectors
- covariance matrix
- upper and lower bounds
- lower and upper bounds
- confidence bounds
- correlation matrix
- search engine
- linear algebra
- worst case
- fundamental matrix
- least squares
- vc dimension
- high dimensional
- positive definite
- error bounds
- linear combination
- dimensionality reduction