2 papers
math.NA2021
The conjugate gradient algorithm on a general class of spiked covariance matrices
Xiucai Ding, Thomas Trogdon
We consider the conjugate gradient algorithm applied to a general class of spiked sample covariance matrices. The main result of the paper is that the norms of the error and residu…
math.ST2019
Spiked separable covariance matrices and principal components
Xiucai Ding, Fan Yang
We introduce a class of separable sample covariance matrices of the form Here …