Improving formulas for the eigenvalues of finite block-Toeplitz tridiagonal matrices.
J. Abderramán MarreroD. A. Aiat HadjPublished in: Appl. Math. Comput. (2020)
Keyphrases
- correlation matrix
- systems of linear equations
- coefficient matrix
- linear systems
- singular value decomposition
- eigenvalues and eigenvectors
- covariance matrix
- covariance matrices
- least squares
- singular values
- symmetric matrices
- finite number
- finite sets
- principal components
- real numbers
- eigendecomposition
- parallel algorithm
- principal component analysis
- positive definite
- dimensionality reduction