Hermitian Matrices, Eigenvalue Multiplicities, and Eigenvector Components.
Charles R. JohnsonBrian D. SuttonPublished in: SIAM J. Matrix Anal. Appl. (2004)
Keyphrases
- singular values
- covariance matrix
- singular value decomposition
- linear combination
- covariance matrices
- eigendecomposition
- eigenvalue problems
- perturbation theory
- matrix completion
- positive definite
- correlation matrix
- low rank
- square matrices
- neural network
- original data
- building blocks
- principal component analysis
- least squares
- pairwise
- case study