In applying statistical methods such as principal component analysis, canonical correlation analysis, and sufficient dimension reduction, we need to determine how many eigenvectors of a random matrix ...

This is a preview. Log in through your library . Publisher Information "The Society for Industrial and Applied Mathematics is a leading international association for applied mathematics, and its ...

For a covariance or correlation matrix, the sum of its eigenvalues equals the trace of the matrix, that is, the sum of the variances of the n y variables for a covariance matrix, and n y for a ...

Network analysis begins with data that describes the set of relationships among the members of a system. The goal of analysis is to obtain from the low-level relational data a higher-level description ...

Correction: The original version of this article incorrectly stated that eigenvalues are the magnitudes of eigenvectors. In fact, eigenvalues are scalars that are multiplied with eigenvectors. This ...

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 ...