Abstract
Finding the eigenvalues and eigenvectors of a symmetric matrix is one of the basic tasks of computational statistics. For instance, in principal components analysis [13], a random m-vector X with covariance matrix Ω is postulated.
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Lange, K. (2010). Eigenvalues and Eigenvectors. In: Numerical Analysis for Statisticians. Statistics and Computing. Springer, New York, NY. https://doi.org/10.1007/978-1-4419-5945-4_8
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DOI: https://doi.org/10.1007/978-1-4419-5945-4_8
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