Recursive and iterative algorithms for computing eigenvalues of Hermitian Toeplitz matrices.
Fazal NoorSalvatore D. MorgeraPublished in: IEEE Trans. Signal Process. (1993)
Keyphrases
- iterative algorithms
- singular values
- low rank approximation
- singular value decomposition
- correlation matrix
- systems of linear equations
- least squares
- covariance matrices
- eigenvalues and eigenvectors
- dual formulation
- covariance matrix
- square matrices
- iterative methods
- symmetric matrices
- principal component analysis
- positive definite