Diagonal and Low-Rank Matrix Decompositions, Correlation Matrices, and Ellipsoid Fitting
نویسندگان
چکیده
منابع مشابه
Diagonal and Low-Rank Matrix Decompositions, Correlation Matrices, and Ellipsoid Fitting
In this paper we establish links between, and new results for, three problems that are not usually considered together. The first is a matrix decomposition problem that arises in areas such as statistical modeling and signal processing: given a matrix X formed as the sum of an unknown diagonal matrix and an unknown low rank positive semidefinite matrix, decompose X into these constituents. The ...
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ژورنال
عنوان ژورنال: SIAM Journal on Matrix Analysis and Applications
سال: 2012
ISSN: 0895-4798,1095-7162
DOI: 10.1137/120872516