The Eigenvectors of Single-spiked Complex Wishart Matrices: Finite and Asymptotic Analyses.

Prathapasinghe Dharmawansa Pasan Dissanayake Yang Chen

Published in: CoRR (2021)

Keyphrases

singular value decomposition
positive definite
real world
high level
complex systems
complex data
finite number
machine learning
principal component analysis
original data
principal components