𝔖 Bobbio Scriptorium
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Results Using Lanczos’ Method for Finding Eigenvalues of Arbitrary Matrices

✍ Scribed by Gregory, Robert T.


Book ID
118192327
Publisher
Society for Industrial and Applied Mathematics
Year
1958
Weight
497 KB
Volume
6
Category
Article
ISSN
0368-4245

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Covariance matrices, or in general matrices of sums of squares and cross-products, are used as input in many multivariate analyses techniques. The eigenvalues of these matrices play an important role in the statistical analysis of data including estimation and hypotheses testing. It has been recogni