Universality for Eigenvalue Algorithms on Sample Covariance Matrices (Q4594907)
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scientific article; zbMATH DE number 6813062
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| English | Universality for Eigenvalue Algorithms on Sample Covariance Matrices |
scientific article; zbMATH DE number 6813062 |
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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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0.92729056
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0.92471385
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0.9160399
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0.91528857
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0.90949154
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0.9077207
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0.9075016
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