An Algorithm for Simultaneous Orthogonal Transformation of Several Positive Definite Symmetric Matrices to Nearly Diagonal Form (Q4721531)
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scientific article; zbMATH DE number 3994911
Language | Label | Description | Also known as |
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English | An Algorithm for Simultaneous Orthogonal Transformation of Several Positive Definite Symmetric Matrices to Nearly Diagonal Form |
scientific article; zbMATH DE number 3994911 |
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An Algorithm for Simultaneous Orthogonal Transformation of Several Positive Definite Symmetric Matrices to Nearly Diagonal Form (English)
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1986
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diagonalization
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principal components
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measure of simultaneous deviation
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from diagonality
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orthogonal
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matrix
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eigenvectors
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