An $\ell_{\infty}$ Eigenvector Perturbation Bound and Its Application to Robust Covariance Estimation
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Publication:4558538
zbMath1473.15015arXiv1603.03516MaRDI QIDQ4558538
Yiqiao Zhong, Jianqing Fan, Wei-Chen Wang
Publication date: 22 November 2018
Full work available at URL: https://arxiv.org/abs/1603.03516
Computational methods for sparse matrices (65F50) Learning and adaptive systems in artificial intelligence (68T05) Eigenvalues, singular values, and eigenvectors (15A18) Perturbation theory of linear operators (47A55) Numerical methods for low-rank matrix approximation; matrix compression (65F55)
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