Efficient computation of tridiagonal matrices largest eigenvalue.

Diego F. G. Coelho Vassil S. Dimitrov Logan Rakai

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

Keyphrases

efficient computation
perturbation theory
correlation matrix
eigenvalue problems
computational efficiency
aggregate queries
covariance matrix
window search
parallel algorithm
least squares
singular value decomposition
database