The inverse eigenvalue problem of generalized reflexive matrices and its approximation.
Zhibing LiuLinzhang LuKanmin WangPublished in: Appl. Math. Comput. (2011)
Keyphrases
- eigenvalue problems
- correlation matrix
- approximation spaces
- perturbation theory
- singular value decomposition
- covariance matrix
- least squares
- random matrix theory
- linear programming
- approximation error
- approximation methods
- low rank approximation
- moore penrose
- symmetric matrix
- low rank matrix approximation
- polynomial equations
- error tolerance
- pseudo inverse
- pairwise comparison
- error bounds
- principal component analysis