Keyphrases
- correlation matrix
- covariance matrix
- perturbation theory
- orthogonal matrices
- eigenvalue problems
- matrix inversion
- singular value decomposition
- jacobian matrix
- random matrix theory
- least squares
- positive definite
- matrix representation
- square root
- symmetric matrix
- symmetric positive definite
- lie group
- coefficient matrix
- low rank
- missing data
- data sets