Decomposition of an updated correlation matrix via hyperbolic transformations
Applications of Mathematics (2002)
- Volume: 47, Issue: 2, page 101-113
- ISSN: 0862-7940
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topJanovská, Drahoslava. "Decomposition of an updated correlation matrix via hyperbolic transformations." Applications of Mathematics 47.2 (2002): 101-113. <http://eudml.org/doc/33106>.
@article{Janovská2002,
abstract = {An algorithm for hyperbolic singular value decomposition of a given complex matrix based on hyperbolic Householder and Givens transformation matrices is described in detail. The main application of this algorithm is the decomposition of an updated correlation matrix.},
author = {Janovská, Drahoslava},
journal = {Applications of Mathematics},
keywords = {eigensystem of a correlation matrix; hyperbolic transformations; hyperbolic Householder transformation; hyperbolic Givens transformation; hyperbolic singular value decomposition; eigensystem of correlation matrix; hyperbolic transformations; hyperbolic Householder transformation; hyperbolic Gidens transformation; hyperbolic singular value decomposition},
language = {eng},
number = {2},
pages = {101-113},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {Decomposition of an updated correlation matrix via hyperbolic transformations},
url = {http://eudml.org/doc/33106},
volume = {47},
year = {2002},
}
TY - JOUR
AU - Janovská, Drahoslava
TI - Decomposition of an updated correlation matrix via hyperbolic transformations
JO - Applications of Mathematics
PY - 2002
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 47
IS - 2
SP - 101
EP - 113
AB - An algorithm for hyperbolic singular value decomposition of a given complex matrix based on hyperbolic Householder and Givens transformation matrices is described in detail. The main application of this algorithm is the decomposition of an updated correlation matrix.
LA - eng
KW - eigensystem of a correlation matrix; hyperbolic transformations; hyperbolic Householder transformation; hyperbolic Givens transformation; hyperbolic singular value decomposition; eigensystem of correlation matrix; hyperbolic transformations; hyperbolic Householder transformation; hyperbolic Gidens transformation; hyperbolic singular value decomposition
UR - http://eudml.org/doc/33106
ER -
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