An Arnoldi Code for Computing Selected Eigenvalues of Sparse, Real, Unsymmetric Matrices.

Jennifer A. Scott

Published in: ACM Trans. Math. Softw. (1995)

Keyphrases

singular value decomposition
coefficient matrix
singular values
source code
correlation matrix
real world
sparse matrix
covariance matrices
eigenvalues and eigenvectors
neural network
covariance matrix
sparse data
tensor factorization
sparse representation
real life
feature selection
symmetric matrices