Extreme eigenvalues of real symmetric Toeplitz matrices.
Aaron MelmanPublished in: Math. Comput. (2001)
Keyphrases
- symmetric matrices
- correlation matrix
- singular value decomposition
- eigenvalues and eigenvectors
- systems of linear equations
- covariance matrix
- covariance matrices
- real world
- positive definite
- principal component analysis
- least squares
- eigendecomposition
- real life
- principal components
- original data
- genetic algorithm
- real time