Optimal low-rank approximation to a correlation matrix

Linear Algebra and Its Applications

Volumn 364, Issue , 2003, Pages 161-187

  Zhang, Zhenyue ^a   Wu, Lixin ^b,c  

^a ZHEJIANG UNIVERSITY   (China)

^b HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Hong Kong)

^c CLAREMONT GRADUATE UNIVERSITY   (United States)

Author keywords

Constrained minimization; Lagrange method; Low rank matrix approximation; Matrix spectral decomposition and the method of steepest descend

Indexed keywords

EID: 0037400634     PISSN: 00243795     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0024-3795(02)00551-7     Document Type: Article

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