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, ...
Transforming a dataset into one with fewer columns is more complicated than it might seem, explains Dr. James McCaffrey of Microsoft Research in this full-code, step-by-step machine learning tutorial.
The well-known error estimates for the numerical computation of eigenvalues of symmetric integral equations are extended to the computation of the eigenvectors. The ...
Correction: The original version of this article incorrectly stated that eigenvalues are the magnitudes of eigenvectors. In fact, eigenvalues are scalars that are multiplied with eigenvectors. This ...
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 ...