Mixing
Relationship between covariance eigenvalues and MSE
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I have a matrix $A$, and $tilde{A}$ is the approximation matrix calculated as the projection of $A$. Now I calculated the MSE between $A$ and $tilde{A}$, and the $C$ as the covariance matrix of $A$. Furthermore I calculated the eigenvalues of the covariance matrix. What is the correlation between the eigenvalues and the MSE?
eigenvalues-eigenvectors mean-square-error
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I have a matrix $A$, and $tilde{A}$ is the approximation matrix calculated as the projection of $A$. Now I calculated the MSE between $A$ and $tilde{A}$, and the $C$ as the covariance matrix of $A$. Furthermore I calculated the eigenvalues of the covariance matrix. What is the correlation between the eigenvalues and the MSE?
eigenvalues-eigenvectors mean-square-error
asked yesterday
CipherX
53
add a comment |
up vote
0
down vote
favorite
up vote
0
down vote
favorite
I have a matrix $A$, and $tilde{A}$ is the approximation matrix calculated as the projection of $A$. Now I calculated the MSE between $A$ and $tilde{A}$, and the $C$ as the covariance matrix of $A$. Furthermore I calculated the eigenvalues of the covariance matrix. What is the correlation between the eigenvalues and the MSE?
eigenvalues-eigenvectors mean-square-error
asked yesterday
CipherX
53
I have a matrix $A$, and $tilde{A}$ is the approximation matrix calculated as the projection of $A$. Now I calculated the MSE between $A$ and $tilde{A}$, and the $C$ as the covariance matrix of $A$. Furthermore I calculated the eigenvalues of the covariance matrix. What is the correlation between the eigenvalues and the MSE?
eigenvalues-eigenvectors mean-square-error
eigenvalues-eigenvectors mean-square-error
asked yesterday
CipherX
53
asked yesterday
CipherX
53
asked yesterday
CipherX
53
asked yesterday
CipherX
53
asked yesterday
CipherX
53
53
add a comment |
add a comment |
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