Article ID Journal Published Year Pages File Type
416344 Computational Statistics & Data Analysis 2006 18 Pages PDF
Abstract

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.

Related Topics
Physical Sciences and Engineering Computer Science Computational Theory and Mathematics
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