Generation of test matrices with specified eigenvalues using floating-point arithmetic.

Katsuhisa Ozaki Takeshi Ogita

Published in: Numer. Algorithms (2022)

Keyphrases

singular value decomposition
singular values
correlation matrix
eigenvalues and eigenvectors
floating point
covariance matrices
symmetric matrices
pairwise
general purpose
covariance matrix
data access
eigendecomposition