Universality for Eigenvalue Algorithms on Sample Covariance Matrices (Q4594907): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q788744 |
Changed an Item |
||
| Property / author | |||
| Property / author: Percy A. Deift / rank | |||
Normal rank | |||
Revision as of 00:36, 21 February 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)
0 references
27 November 2017
0 references
universality
0 references
eigenvalue computation
0 references
random matrix
0 references
universal limit theorem
0 references
inverse power methods
0 references
QR eigenvalue algorithm
0 references
covariance matrices
0 references
complexity estimate
0 references
algorithm
0 references
eigenvector
0 references
