Sensitivity of eigenvalues of an unsymmetric tridiagonal matrix.
Carla FerreiraBeresford N. ParlettFroilán M. DopicoPublished in: Numerische Mathematik (2012)
Keyphrases
- eigenvalues and eigenvectors
- covariance matrix
- singular value decomposition
- singular values
- correlation matrix
- sensitivity analysis
- positive definite
- linear algebra
- symmetric matrices
- parallel algorithm
- principal components
- linear systems
- low rank
- pseudo inverse
- covariance matrices
- database
- principal component analysis
- information systems
- information retrieval