Eigenstructure of a point-set

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An eigenvector of a point-set is an eigenvector of the covariance matrix of the point-set. An eigenvalue of a point-set is an eigenvalue corresponding to an eigenvector of the point-set.

Practice

Pastel uses the PASTd algorithm to efficiently compute approximate eigenvectors and eigenvalues for point-sets.

References

Projection Approximation Subspace Tracking, Bin Yang, IEEE Transactions on Signal Processing, vol. 43, no.1, Jan. 1995.

Files

Eigenvectors and eigenvalues of point-sets

Eigenstructure of the covariance matrix of a point-set