Perturbation Bounds for Matrix Eigenvalues (Rajendra Bhatia).
Philip J. DavisPublished in: SIAM Rev. (1989)
Keyphrases
- eigenvalues and eigenvectors
- covariance matrix
- singular value decomposition
- singular values
- correlation matrix
- symmetric matrices
- upper bound
- lower bound
- pseudo inverse
- covariance matrices
- linear algebra
- worst case
- feature extraction
- error bounds
- positive definite
- principal component analysis
- gram matrix
- vc dimension
- machine learning
- lower and upper bounds
- upper and lower bounds
- low rank
- generalization bounds
- matrix representation
- genetic algorithm