Inverse eigenproblem for centrosymmetric and centroskew matrices and their approximation.

Zheng-Jian Bai Raymond H. Chan

Published in: Theor. Comput. Sci. (2004)

Keyphrases

correlation matrix
singular value decomposition
error bounds
approximation algorithms
continuous functions
multiscale
closed form
covariance matrices
relative error
approximation methods
linear complementarity problem
low rank approximation
matrix representation
error tolerance
kronecker product