The bounds of the smallest and largest eigenvalues for rank-one modification of the Hermitian eigenvalue problem.
Guang-hui ChengXiaoXue LuoLiang LiPublished in: Appl. Math. Lett. (2012)
Keyphrases
- singular values
- covariance matrix
- singular value decomposition
- correlation matrix
- upper bound
- lower bound
- least squares
- principal component analysis
- worst case
- covariance matrices
- random matrix theory
- error bounds
- upper and lower bounds
- average case
- eigenvalue problems
- symmetric matrix
- low rank
- eigenvalues and eigenvectors
- vc dimension
- neural network
- keywords