Conditioning of Matrix Functions at Quasi-Triangular Matrices.
Awad H. Al-MohyPublished in: SIAM J. Matrix Anal. Appl. (2024)
Keyphrases
- singular value decomposition
- coefficient matrix
- singular values
- projection matrices
- matrix representation
- positive definite
- positive semidefinite
- linear algebra
- square matrices
- eigenvalues and eigenvectors
- sparse matrix
- data matrix
- perturbation theory
- matrix multiplication
- projection matrix
- correlation matrix
- rows and columns
- block diagonal
- low rank
- linear complementarity problem
- symmetric matrices
- systems of linear equations
- least squares
- pseudo inverse
- low rank approximation
- distance matrix
- measurement matrix
- interior point methods
- covariance matrices
- original data
- basis functions
- linear programming
- data sets