The smallest eigenvalue of large Hankel matrices.

Mengkun Zhu Yang Chen Niall Emmart Charles C. Weems

Published in: Appl. Math. Comput. (2018)

Keyphrases

perturbation theory
correlation matrix
eigenvalue problems
covariance matrix
least squares
singular value decomposition
covariance matrices
projection matrices
random matrix theory
artificial intelligence
information systems
recommender systems
positive definite
matrix representation