Geodesic
Decomposition of an updated correlation matrix via hyperbolic transformations
Applications of Mathematics, Tome 47 (2002) no. 2, pp. 101-113.

Voir la notice de l'article provenant de la source Czech Digital Mathematics Library

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.
DOI : 10.1023/A:1021729017319
Classification : 65F25, 65F30
Keywords: eigensystem of a correlation matrix; hyperbolic transformations; hyperbolic Householder transformation; hyperbolic Givens transformation; hyperbolic singular value decomposition 
@article{10_1023_A_1021729017319,
     author = {Janovsk\'a, Drahoslava},
     title = {Decomposition of an updated correlation matrix via hyperbolic transformations},
     journal = {Applications of Mathematics},
     pages = {101--113},
     publisher = {mathdoc},
     volume = {47},
     number = {2},
     year = {2002},
     doi = {10.1023/A:1021729017319},
     mrnumber = {1894663},
     zbl = {1090.65046},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.1023/A:1021729017319/}
}
TY  - JOUR
AU  - Janovská, Drahoslava
TI  - Decomposition of an updated correlation matrix via hyperbolic transformations
JO  - Applications of Mathematics
PY  - 2002
SP  - 101
EP  - 113
VL  - 47
IS  - 2
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/articles/10.1023/A:1021729017319/
DO  - 10.1023/A:1021729017319
LA  - en
ID  - 10_1023_A_1021729017319
ER  - 
%0 Journal Article
%A Janovská, Drahoslava
%T Decomposition of an updated correlation matrix via hyperbolic transformations
%J Applications of Mathematics
%D 2002
%P 101-113
%V 47
%N 2
%I mathdoc
%U http://geodesic.mathdoc.fr/articles/10.1023/A:1021729017319/
%R 10.1023/A:1021729017319
%G en
%F 10_1023_A_1021729017319
Janovská, Drahoslava. Decomposition of an updated correlation matrix via hyperbolic transformations. Applications of Mathematics, Tome 47 (2002) no. 2, pp. 101-113. doi : 10.1023/A:1021729017319. http://geodesic.mathdoc.fr/articles/10.1023/A:1021729017319/

Cité par Sources :