Computation of Derivatives of Repeated Eigenvalues and the Corresponding Eigenvectors of Symmetric Matrix Pencils.
Alan L. AndrewRoger C. E. TanPublished in: SIAM J. Matrix Anal. Appl. (1998)
Keyphrases
- covariance matrix
- symmetric matrix
- eigenvalue decomposition
- eigendecomposition
- symmetric matrices
- covariance matrices
- eigenvalues and eigenvectors
- principal component analysis
- sample size
- pseudo inverse
- laplacian matrix
- singular value decomposition
- principal components
- spectral clustering
- objective function
- least squares
- pairwise