Gradient algorithms for principal component analysis

DOI10.1017/S033427000001078XzbMath0855.65033MaRDI QIDQ4890152

John B. Moore, Robert Mahony, Uwe R. Helmke

Publication date: 3 February 1997

Published in: The Journal of the Australian Mathematical Society. Series B. Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

algorithmprincipal component analysissymmetric matrixeigenspacelargest eigenvaluessmooth optimizationcontinuous-time dynamical system

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical mathematical programming methods (65K05) Numerical methods for initial value problems involving ordinary differential equations (65L05) Dynamical systems and ergodic theory (37-XX)

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