A note on the eigenvalues of a special class of matrices.
José Alberto CuminatoSean McKeePublished in: J. Comput. Appl. Math. (2010)
Keyphrases
- eigenvalues and eigenvectors
- singular value decomposition
- symmetric matrices
- correlation matrix
- covariance matrices
- singular values
- covariance matrix
- eigendecomposition
- positive definite
- principal component analysis
- low rank
- least squares
- principal components
- data sets
- linear complementarity problem
- matrix completion
- symmetric matrix
- kronecker product
- website