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On the second-order statistics of the eigenvectors of sample covariance matrices

✍ Scribed by Friedlander, B.; Weiss, A.J.


Book ID
119791066
Publisher
IEEE
Year
1998
Tongue
English
Weight
146 KB
Volume
46
Category
Article
ISSN
1053-587X

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The second-order derivatives of matrices
✍ Olga Dunajeva πŸ“‚ Article πŸ“… 2004 πŸ› Elsevier Science 🌐 English βš– 207 KB

In this paper we derive the second-order derivatives of an orthogonal matrix of eigenvectors and of a matrix of eigenvalues of a real symmetric matrix. Obtained expressions depend on the first-order derivatives of these matrices, which were presented in Linear Algebra Appl. 264 (1997) 489. These res