SIAM Review contains articles that are written for a wide scientific audience. Articles include expository or survey papers focusing on important advances in applied or computational mathematics, or ...
This article presents a from-scratch C# implementation of the second technique: using SVD to compute eigenvalues and eigenvectors from the standardized source data. If you're not familiar with PCA, ...
In this paper several algorithms for finding the eigenvalues of real symmetric matrices are discussed and compared. The algorithms have been programmed by the author for the IBM 7094. Descriptions of ...
Random Matrix Theory (RMT) has emerged as an indispensable framework for understanding the statistical properties of matrices whose entries are determined by probabilistic processes. Initially ...