The S term is a matrix that has the values of the s vector on the diagonal, 0s off the diagonal. The eigenvectors of A are stored in U. The eigenvalues of A can be easily computed from the values in ...

Currently the Eigenvalues of the original correlation matrix are reported, i.e., these are the Eigenvalues associated with principal components and not common factors. Therefore, I suggest to report ...

Block diagonal structure of the affinity matrix is advantageous, e.g. in graph-based cluster analysis, where each block corresponds to a cluster. However, constructing block diagonal affinity matrices ...

Decomposition of the skew-Hamiltonian matrix is the fundamental step to convert a structured polynomial eigenvalue problem into a standard Hamiltonian eigenproblem. Numerical examples are given. We ...