A finite-step construction of totally nonnegative matrices with specified eigenvalues.
Kanae AkaiwaYoshimasa NakamuraMasashi IwasakiHisayoshi TsutsumiKoichi KondoPublished in: Numer. Algorithms (2015)
Keyphrases
- singular value decomposition
- eigenvalues and eigenvectors
- symmetric matrices
- covariance matrices
- correlation matrix
- linear programming
- post processing
- singular values
- construction process
- covariance matrix
- objective function
- data sets
- data matrix
- principal component analysis
- original data
- principal components
- nonnegative matrix factorization
- eigendecomposition
- tensor factorization
- least squares