Fast Verification for Respective Eigenvalues of Symmetric Matrix.

Shinya Miyajima Takeshi Ogita Shin'ichi Oishi

Published in: CASC (2005)

Keyphrases

symmetric matrix
covariance matrix
symmetric matrices
semidefinite programming
eigenvalue decomposition
covariance matrices
principal component analysis
semidefinite
objective function
sample size
principal components
projection matrix
eigendecomposition
laplacian matrix
kernel matrix