Strong Semismoothness of Eigenvalues of Symmetric Matrices and Its Application to Inverse Eigenvalue Problems.

Defeng Sun Jie Sun

Published in: SIAM J. Numer. Anal. (2002)

Keyphrases

symmetric matrices
eigenvalue problems
symmetric matrix
positive definite
covariance matrices
semidefinite programming
learning algorithm
non stationary
principal components
polynomial equations