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Accelerating Computation of Eigenvectors in the Dense Nonsymmetric Eigenvalue Problem.

Mark GatesAzzam HaidarJack J. Dongarra
Published in: VECPAR (2014)
Keyphrases
  • covariance matrix
  • eigenvalue problems
  • random matrix theory
  • hessian matrix
  • correlation matrix
  • principal component analysis
  • efficient computation
  • data sets
  • principal components
  • singular value decomposition