Nearest matrix with prescribed eigenvalues and its applications.
Esmaeil KokabifarGhasem Barid LoghmaniSeyed-Mehdi KarbassiPublished in: J. Comput. Appl. Math. (2016)
Keyphrases
- eigenvalues and eigenvectors
- covariance matrix
- singular value decomposition
- singular values
- correlation matrix
- nearest neighbor
- symmetric matrices
- eigendecomposition
- low rank
- positive definite
- matrix representation
- matrix inversion
- data points
- database
- covariance matrices
- principal component analysis
- coefficient matrix
- decision trees