An indefinite variant of LOBPCG for definite matrix pencils.

Daniel Kressner Marija Miloloza Pandur Meiyue Shao

Published in: Numer. Algorithms (2014)

Keyphrases

database
singular value decomposition
low rank
principal component analysis
covariance matrix
linear algebra
lie group
matrix representation
real time
neural network
machine learning
data structure
data model