An efficient method for computing eigenvalues of a real normal matrix.

Bing Bing Zhou Richard P. Brent

Published in: J. Parallel Distributed Comput. (2003)

Keyphrases

efficient method for computing
covariance matrix
eigenvalues and eigenvectors
singular value decomposition
singular values
databases
principal components
real world
multiscale
positive definite
correlation matrix
symmetric matrices