Multiplicative relative perturbation bounds of eigenvalues for diagonalizable matrices.
Jianxin ChenWeiqi LuoSulin PangPublished in: Int. J. Comput. Math. (2011)
Keyphrases
- singular value decomposition
- eigenvalues and eigenvectors
- symmetric matrices
- singular values
- correlation matrix
- lower bound
- upper bound
- covariance matrices
- eigendecomposition
- loss bounds
- covariance matrix
- error bounds
- worst case
- principal components
- vc dimension
- contingency tables
- upper and lower bounds
- principal component analysis
- perturbation method
- data sets