Decomposition of an updated correlation matrix via hyperbolic transformation.

DOI10.1023/A:1021729017319zbMath1090.65046OpenAlexW1506189276MaRDI QIDQ558537

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

zbMATH Keywords

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

Mathematics Subject Classification ID

Cites Work

• A note on the hyperbolic singular value decomposition
• Existence of the hyperbolic singular value decomposition
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