Quadratic perturbation expansions of certain functions of eigenvalues and eigenvectors and their application to sensitivity analysis in multivariate methods
作者： Yutaka Tanaka , Eduardo Castaño-Tostado
DOI: 10.1080/03610929008830358
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摘要: Tanaka (1988) lias derived the influence functions, which are equivalent to perturbation expansions up linear terms, of two functions eigenvalues and eigenvectors a real symmetric matrix, applied them principal component analysis. The present paper deals with quadratic terms same discusses their application sensitivity analysis in multivariate methods, particular, factor Numerical examples given show how approximation improves terms.
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