Infinite Jacobi Matrices with Unbounded Entries: Asymptotics of Eigenvalues and the Transformation Operator Approach.
Jan JanasSerguei NabokoPublished in: SIAM J. Math. Anal. (2004)
Keyphrases
- eigenvalues and eigenvectors
- singular value decomposition
- symmetric matrices
- covariance matrices
- correlation matrix
- singular values
- eigendecomposition
- covariance matrix
- markov chain
- rows and columns
- sufficient conditions
- pairwise
- principal components
- transformation matrix
- principal component analysis
- linear transformations
- original data
- data sets
- linear transformation
- coefficient matrix
- multiscale