Coalescing points for eigenvalues of banded matrices depending on parameters with application to banded random matrix functions.
Luca DieciAlessandra PapiniAlessandro PugliesePublished in: Numer. Algorithms (2019)
Keyphrases
- binary matrices
- singular value decomposition
- singular values
- symmetric matrices
- eigenvalues and eigenvectors
- covariance matrices
- correlation matrix
- rows and columns
- covariance matrix
- maximum likelihood
- projection matrix
- coefficient matrix
- principal components
- parameter space
- eigendecomposition
- positive definite
- linear algebra
- sparse matrices
- systems of linear equations