The Largest Eigenvalue of a Positive Definite Symmetric Matrix: 10839.

Beresford N. Parlett Olaf Krafft Martin Schaefer

Published in: Am. Math. Mon. (2002)

Keyphrases

symmetric matrix
positive definite
covariance matrix
symmetric matrices
principal component analysis
sample size
semidefinite programming
kernel matrix
eigenvalue decomposition
semidefinite
machine learning
kernel function