General Theories and Notations
Chanchal Chatterjee · Apress eBooks · 2022
In this chapter, I present algorithms for the adaptive solutions of matrix algebra problems from a sequence of matrices. The streams or sequences can be random matrices { A k } or { B k }, or the correlation matrices of random vector sequences { x k } or { y k }. Examples of matrix algebra are matrix inversion, square root, inverse square root, eigenvectors, generalized eigenvectors, singular vectors, and generalized singular vectors.