On the Sum of the Largest Eigenvalues of a Symmetric Matrix.
Michael L. OvertonRobert S. WomersleyPublished in: SIAM J. Matrix Anal. Appl. (1992)
Keyphrases
- symmetric matrix
- covariance matrix
- symmetric matrices
- semidefinite programming
- eigenvalue decomposition
- covariance matrices
- objective function
- sample size
- principal component analysis
- semidefinite
- kernel matrix
- projection matrix
- canonical form
- data clustering
- principal components
- low rank
- pseudo inverse
- non stationary
- low dimensional