On the low-rank approximation by the pivoted Cholesky decomposition

Applied Numerical Mathematics

Volumn 62, Issue 4, 2012, Pages 428-440

  Harbrecht, Helmut ^a   Peters, Michael ^a   Schneider, Reinhold ^b  

^a UNIVERSITY OF BASEL   (Switzerland)

^b TECHNISCHE UNIVERSITÄT BERLIN   (Germany)

Author keywords

Cholesky decomposition; Low rank approximation

Indexed keywords

CHOLESKY DECOMPOSITION; EFFICIENT ALGORITHM; EIGENVALUES; EXPONENTIAL CONVERGENCE RATE; EXPONENTIAL DECAYS; LOW RANK APPROXIMATIONS; MATRIX; NUMERICAL EXPERIMENTS; POSITIVE SEMIDEFINITE MATRICES; TRACE-NORMS; TRUNCATION ERRORS;

ALGORITHMS; EIGENVALUES AND EIGENFUNCTIONS;

DYNAMICS;

EID: 84857789592     PISSN: 01689274     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.apnum.2011.10.001     Document Type: Conference Paper

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