A Note on the Computation of Eigenvalues and Vectors of Hermitean Matrices.
Tien Chi ChenRalph A. WilloughbyPublished in: IBM J. Res. Dev. (1958)
Keyphrases
- symmetric matrices
- covariance matrices
- singular values
- singular value decomposition
- covariance matrix
- eigenvalues and eigenvectors
- correlation matrix
- eigendecomposition
- principal components
- linear algebra
- positive definite matrices
- positive definite
- maximum likelihood
- support vector machine
- real time
- input data
- distance measure
- matrix representation
- case study
- data sets
- database