Calculating the minimal/maximal eigenvalue of symmetric parameterized matrices using projection.
Koen RuymbeekKarl MeerbergenWim MichielsPublished in: Numer. Linear Algebra Appl. (2019)
Keyphrases
- symmetric matrix
- projection matrix
- symmetric matrices
- perturbation theory
- covariance matrix
- positive definite
- eigenvalue problems
- minimal length
- correlation matrix
- random projections
- null space
- transformation matrix
- singular value decomposition
- covariance matrices
- semidefinite programming
- projection matrices
- eigenvalue decomposition
- least squares
- projection method
- positive semidefinite matrices
- symmetric positive definite
- integer points
- rendezvous search
- hurwitz radon