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
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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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