Some Algorithms for Karhunen-Loveve Transformations
Zhujuan Wang · Journal of Shanghai Institute of Technology · 2004
In this paper,the calculation of eigenvalues and eigenvectors of the covariance matrices involved in Karhunen-Loeve transformations are discussed.We present two approaches - the reduction of eigenpolynomial and mirror image methods,so as to provide more alternatives in the performance of K-L transformations in practice.In addition,we have made some comments on dimensional reduction in the calculation process too.