Iterative Approximation of Analytic Eigenvalues of a Parahermitian Matrix EVD.
Stephan WeissIan K. ProudlerFraser K. CouttsJennifer PestanaPublished in: ICASSP (2019)
Keyphrases
- eigenvalues and eigenvectors
- covariance matrix
- singular value decomposition
- laplacian matrix
- singular values
- correlation matrix
- eigendecomposition
- singular vectors
- approximation algorithms
- symmetric matrices
- gram matrix
- covariance matrices
- positive definite
- matrix representation
- error bounds
- low rank
- pseudo inverse
- approximation error
- data sets
- relative error
- adjacency matrix
- iterative methods
- low rank approximation
- approximation schemes
- spectral clustering
- closed form
- maximum likelihood
- principal component analysis