A perturbative approach to the reconstruction of the eigenvalue spectrum of a normal covariance matrix from a spherically truncated counterpart

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A perturbative approach to the reconstruction of the eigenvalue spectrum of a normal covariance matrix from a spherically truncated counterpart

Autori
Filippo Palombi, S. Toti
Parole chiave (Tematica)
Data pubblicazione
30/01/2020
Fonte
Journal of Computational and Applied Mathematics 364, 112340, 2020