A note on the approximation of two-sided Rayleigh quotient to eigenvalues.

Xin-Guo Liu Ma Li

Published in: Appl. Math. Comput. (2007)

Keyphrases

covariance matrix
principal component analysis
singular value decomposition
error bounds
neural network
multiscale
objective function
closed form
principal components
machine intelligence
data sets
efficient computation
covariance matrices
approximation methods
log normal