Universality for Eigenvalue Algorithms on Sample Covariance Matrices (Q4594907): Difference between revisions

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Latest revision as of 18:35, 14 July 2024

scientific article; zbMATH DE number 6813062
Language Label Description Also known as
English
Universality for Eigenvalue Algorithms on Sample Covariance Matrices
scientific article; zbMATH DE number 6813062

    Statements

    Universality for Eigenvalue Algorithms on Sample Covariance Matrices (English)
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    27 November 2017
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    universality
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    eigenvalue computation
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    random matrix
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    universal limit theorem
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    inverse power methods
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    QR eigenvalue algorithm
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    covariance matrices
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    complexity estimate
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    algorithm
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    eigenvector
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