Iterative computation of derivatives of repeated eigenvalues and the corresponding eigenvectors.
Alan L. AndrewRoger C. E. TanPublished in: Numer. Linear Algebra Appl. (2000)
Keyphrases
- covariance matrix
- eigendecomposition
- eigenvalues and eigenvectors
- principal component analysis
- singular value decomposition
- principal components
- correlation matrix
- higher order
- data sets
- efficient computation
- spectral clustering
- iterative process
- real time
- least squares
- pairwise
- objective function
- laplacian matrix
- iterative reconstruction