On the optimality and sharpness of Laguerre's lower bound on the smallest eigenvalue of a symmetric positive definite matrix.

Yusaku Yamamoto

Published in: CoRR (2017)

Keyphrases

symmetric positive definite
lower bound
positive definite
optimal solution
covariance matrix
upper bound
distribution function
diffusion tensor
riemannian manifolds
von neumann
objective function
least squares
kernel matrix
image processing
bayesian networks