Decomposition of an updated correlation matrix via hyperbolic transformation.

DOI10.1023/A:1021729017319zbMATH Open1090.65046OpenAlexW1506189276MaRDI QIDQ558537FDOQ558537

Authors: Drahoslava Janovská 

Publication date: 1 July 2005

Published in: Applications of Mathematics (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/33106

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zbMATH Keywords

eigensystem of correlation matrixhyperbolic Gidens transformationhyperbolic Householder transformationhyperbolic singular value decompositionhyperbolic transformations

Mathematics Subject Classification ID

Orthogonalization in numerical linear algebra (65F25)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Existence of the hyperbolic singular value decomposition
• A note on the hyperbolic singular value decomposition

Cited In (3)

• Some results on the problem of updating the hyperbolic matrix factorizations
• Existence of the hyperbolic singular value decomposition
• Hyperbolic householder transformations

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