On the eigenvalues of Toeplitz matrices with two off-diagonals.
Sven-Erik EkströmDavid MeadonPublished in: CoRR (2023)
Keyphrases
- correlation matrix
- systems of linear equations
- singular value decomposition
- symmetric matrices
- eigenvalues and eigenvectors
- covariance matrices
- singular values
- covariance matrix
- least squares
- eigendecomposition
- principal components
- positive definite
- vector space
- data sets
- random walk
- adjacency matrix
- low rank approximation
- matrix completion
- principal component analysis
- coefficient matrix
- linear combination
- clustering algorithm
- information systems