The perturbation bounds for eigenvalues of normal matrices.
Wen LiWeiwei SunPublished in: Numer. Linear Algebra Appl. (2005)
Keyphrases
- singular value decomposition
- eigenvalues and eigenvectors
- symmetric matrices
- correlation matrix
- covariance matrices
- singular values
- lower bound
- upper bound
- covariance matrix
- tight bounds
- eigendecomposition
- lower and upper bounds
- contingency tables
- principal components
- upper and lower bounds
- positive definite
- error bounds
- least squares
- vc dimension
- principal component analysis
- worst case
- perturbation method
- missing data