March 2022
Intermediate to advanced
290 pages
4h 52m
English
In this chapter, I present algorithms for the adaptive solutions of matrix algebra problems from a sequence of matrices. The streams or sequences can be random matrices {Ak} or {Bk}, or the correlation matrices of random vector sequences {xk} or {yk}. Examples of matrix algebra are matrix inversion, square root, inverse square root, eigenvectors, generalized eigenvectors, singular vectors, and generalized singular vectors.
This chapter additionally covers the basic ...
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