An inverse eigenvalue problem for symmetrical tridiagonal matrices.

Hubert Pickmann Ricardo L. Soto J. Egaña Mario Salas

Published in: Comput. Math. Appl. (2007)

Keyphrases

correlation matrix
covariance matrix
random matrix theory
singular value decomposition
perturbation theory
eigenvalue problems
linear systems
parallel algorithm
least squares
coefficient matrix
symmetric positive definite
sparse matrix
symmetric matrix
matrix inversion
optimal solution
covariance matrices
pairwise