Reducing the Symmetric Matrix Eigenvalue Problem to Matrix Multiplications.

Shing-Tung Yau Ya Yan Lu

Published in: SIAM J. Sci. Comput. (1993)

Keyphrases

symmetric matrix
covariance matrix
eigenvalue decomposition
semidefinite programming
semidefinite
symmetric matrices
projection matrix
canonical form
least squares
covariance matrices
interior point methods
pseudo inverse
linear programming
low dimensional
spectral clustering
auto correlation