Perturbation of Eigenvalues for Matrix Polynomials via The Bauer-Fike Theorems.
Eric King-Wah ChuPublished in: SIAM J. Matrix Anal. Appl. (2003)
Keyphrases
- eigenvalues and eigenvectors
- covariance matrix
- singular value decomposition
- singular values
- correlation matrix
- symmetric matrices
- low rank
- principal component analysis
- gram matrix
- eigendecomposition
- kernel matrix
- covariance matrices
- principal components
- linear algebra
- positive definite
- adjacency matrix
- feature extraction