Asymptotics for the eigenvalues of Toeplitz matrices with a symbol having a power singularity.
Manuel BogoyaSergei M. GrudskyPublished in: Numer. Linear Algebra Appl. (2023)
Keyphrases
- correlation matrix
- systems of linear equations
- singular value decomposition
- eigenvalues and eigenvectors
- covariance matrices
- power consumption
- symmetric matrices
- least squares
- covariance matrix
- singular values
- scale space
- sufficient conditions
- principal components
- heavy traffic
- eigendecomposition
- original data
- linear complementarity problem
- data sets
- fourier transform
- support vector
- multiscale