Fast Approximation of Polynomial Zeros and Matrix Eigenvalues.
Victor Y. PanSoo GoQi LuanLiang ZhaoPublished in: CoRR (2023)
Keyphrases
- eigenvalues and eigenvectors
- covariance matrix
- singular value decomposition
- laplacian matrix
- singular values
- randomized approximation
- positive semidefinite
- singular vectors
- correlation matrix
- symmetric matrices
- eigendecomposition
- symmetric matrix
- lagrange interpolation
- covariance matrices
- approximation error
- gram matrix
- matrix representation
- semidefinite programming
- low rank
- principal components
- closed form
- low degree
- positive definite
- kernel matrix
- approximation algorithms
- convex optimization
- error bounds
- sparse matrix
- low rank approximation
- data sets
- relative error
- maximum likelihood