We study sample covariance matrices of the form $W=(1/n)CC^{\intercal}$, where C is a k × n matrix with independent and identically distributed (i.i.d.) mean 0 ...

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 ...

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, ...

Ecologists are fascinated by the prevalence of nestedness in biogeographic and community data, where it is thought to promote biodiversity in mutualistic systems. Traditionally, nestedness has been ...

Three physicists wanted to calculate how neutrinos change. They ended up discovering an unexpected relationship between some of the most ubiquitous objects in math. After breakfast one morning in ...