Diagonal and low-rank matrix decompositions, correlation matrices, and ellipsoid fitting

SIAM Journal on Matrix Analysis and Applications

Volumn 33, Issue 4, 2012, Pages 1395-1416

  Saunderson, J ^a   Chandrasekaran, V ^b   Parrilo, P A ^a   Willsky, A S ^a  

^a Department of Electrical Engineering and Computer Science   (United States)

^b California Institute of Technology   (United States)

Author keywords

Elliptope; Frisch scheme; Minimum trace factor analysis; Semidefinite programming; Subspace coherence

Indexed keywords

COLUMN SPACE; CONVEX BODY; CONVEX SET; CORRELATION MATRIX; DIAGONAL MATRICES; ELLIPSOID-FITTING; ELLIPTOPE; FACIAL STRUCTURE; FRISCH SCHEME; LOW-RANK MATRICES; MATHEMATICAL FINANCE; MATRIX DECOMPOSITION; NEW RESULTS; POSITIVE SEMIDEFINITE MATRICES; SEMI-DEFINITE PROGRAMMING; STATISTICAL MODELING; SUFFICIENT CONDITIONS;

COMBINATORIAL OPTIMIZATION; CONVEX OPTIMIZATION; FACTOR ANALYSIS; SET THEORY; SIGNAL PROCESSING;

MULTIVARIANT ANALYSIS;

EID: 84871560604     PISSN: 08954798     EISSN: 10957162     Source Type: Journal    
DOI: 10.1137/120872516     Document Type: Article

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