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, ...
The well-known error estimates for the numerical computation of eigenvalues of symmetric integral equations are extended to the computation of the eigenvectors. The ...
This paper considers the sensitivity of the eigenvalues and eigenvectors of the generalized matrix eigenvalue problem Ax = λ Bx to perturbations of A and B. The ...