Sampling the eigenvalues of random orthogonal and unitary matrices.
Massimiliano FasiLeonardo RobolPublished in: CoRR (2020)
Keyphrases
- singular value decomposition
- eigenvalues and eigenvectors
- correlation matrix
- singular values
- symmetric matrices
- covariance matrices
- series expansion
- covariance matrix
- monte carlo
- sampled data
- random matrix theory
- random samples
- eigendecomposition
- random sampling
- low rank approximation
- hurwitz radon
- random sample
- pairwise comparison
- principal components
- sample size
- sampling strategy
- sampling algorithm
- markov chain monte carlo
- pseudo inverse
- nonnegative matrix tri factorization
- parameter space
- feature extraction
- learning algorithm
- neural network