An inverse eigenvalue problem for doubly periodic pseudo-Jacobi matrices.

Wei-Ru Xu Natália Bebiano Guoliang Chen

Published in: J. Comput. Appl. Math. (2022)

Keyphrases

correlation matrix
covariance matrix
random matrix theory
singular value decomposition
perturbation theory

eigenvalue problems
covariance matrices
data sets
principal component analysis

pseudo inverse
symmetric positive definite
matrix inversion
symmetric matrix

scale and rotation invariant
positive definite
singular values
least squares