Fast Enclosure for All Eigenvalues and Invariant Subspaces in Generalized Eigenvalue Problems.

Shinya Miyajima

Published in: SIAM J. Matrix Anal. Appl. (2014)

Keyphrases

eigenvalue problems
principal component analysis
polynomial equations
low dimensional
covariance matrix
affine transformation
machine learning
feature space
high dimensional data
singular value decomposition
parameter space
principal components
kernel matrix