On the Inverse Symmetric Quadratic Eigenvalue Problem.
Peter LancasterIon ZaballaPublished in: SIAM J. Matrix Anal. Appl. (2014)
Keyphrases
- symmetric matrix
- covariance matrix
- semidefinite programming
- correlation matrix
- eigenvalue decomposition
- symmetric matrices
- semidefinite
- objective function
- least squares
- random matrix theory
- projection matrix
- blind source separation
- principal component analysis
- pairwise
- positive definite
- neural network
- databases
- data sets