Accurate eigenvalues and exact zero Jordan blocks of totally nonnegative matrices.
Plamen KoevPublished in: Numerische Mathematik (2019)
Keyphrases
- singular value decomposition
- covariance matrices
- eigenvalues and eigenvectors
- high accuracy
- covariance matrix
- high quality
- correlation matrix
- singular values
- principal components
- highly accurate
- data matrix
- linear programming
- original data
- data sets
- block size
- high dimensional data
- eigendecomposition
- rows and columns
- factor matrices
- symmetric matrices