Approximating Coalescing Points for Eigenvalues of Hermitian Matrices of Three Parameters.
Luca DieciAlessandra PapiniAlessandro PugliesePublished in: SIAM J. Matrix Anal. Appl. (2013)
Keyphrases
- singular values
- covariance matrices
- data points
- expectation maximization
- singular value decomposition
- bayesian networks
- maximum likelihood
- covariance matrix
- fundamental matrices
- correlation matrix
- eigendecomposition
- symmetric matrices
- neural network
- eigenvalues and eigenvectors
- pairwise comparison
- transformation parameters
- parameter values
- point sets
- closed form
- input data