A neurodynamic approach to compute the generalized eigenvalues of symmetric positive matrix pair.
Jiqiang FengSu YanSitian QinWen HanPublished in: Neurocomputing (2019)
Keyphrases
- symmetric matrices
- symmetric matrix
- covariance matrix
- eigenvalues and eigenvectors
- positive definite
- singular value decomposition
- eigenvalue decomposition
- correlation matrix
- singular values
- positive semi definite
- pairwise
- positive and negative
- semidefinite programming
- pseudo inverse
- linear algebra
- eigenvalue problems
- principal component analysis
- matrix representation
- gram matrix
- semidefinite
- laplacian matrix
- positively correlated
- data sets
- eigendecomposition
- principal components
- moore penrose