Constructing a Hermitian Matrix from Its Diagonal Entries and Eigenvalues.
Moody T. ChuPublished in: SIAM J. Matrix Anal. Appl. (1995)
Keyphrases
- covariance matrix
- singular values
- eigenvalues and eigenvectors
- singular value decomposition
- covariance matrices
- positive definite
- pseudo inverse
- correlation matrix
- principal component analysis
- rows and columns
- symmetric positive definite
- symmetric matrix
- sample size
- low rank
- principal components
- lower order
- objective function
- data sets
- square matrices
- gram matrix
- liquid crystal displays
- laplacian matrix
- matrix completion
- neural network