Computation of the eigenvalues of convexity preserving matrices.
Jorge DelgadoJuan Manuel PeñaPublished in: Appl. Math. Lett. (2009)
Keyphrases
- singular value decomposition
- eigendecomposition
- correlation matrix
- singular values
- linear algebra
- covariance matrices
- eigenvalues and eigenvectors
- data sets
- covariance matrix
- principal components
- gaussian distribution
- efficient computation
- high dimensional
- support vector
- objective function
- learning algorithm
- real time