Gower, John C.
|DOI (Digital Object Identifier) Link:||http://dx.doi.org/10.1016/j.csda.2004.07.009|
|Google Scholar:||Look up in Google Scholar|
The Leverrier–Faddeev algorithm is little-known but, in a modified form, is useful for deriving the algebraic, rather than numerical, spectral structure of matrices occurring in statistical methodology. An example is given of deriving the spectral decomposition of any symmetric block-circulant matrix, which in turn provides the singular value decomposition of any block-circulant matrix. Such problems arise as short-cuts to certain computations that arise in special forms of principal components analysis and correspondence analysis.
|Item Type:||Journal Article|
|Extra Information:||2nd Special issue on Matrix Computations and Statistics|
|Keywords:||Algebraic algorithms; Leverrier; Faddeev; Block-circulants; Spectral decomposition; Singular value decomposition|
|Academic Unit/Department:||Mathematics, Computing and Technology > Mathematics and Statistics
Mathematics, Computing and Technology
|Depositing User:||Heather Whitaker|
|Date Deposited:||29 Jun 2006|
|Last Modified:||14 Jan 2016 15:50|
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