An inverse eigenvalue problem for doubly periodic pseudo-Jacobi matrices.
Wei-Ru XuNatália BebianoGuoliang ChenPublished 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