Diagonal and Low-Rank Matrix Decompositions, Correlation Matrices, and Ellipsoid Fitting

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 mat...

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Bibliographic Details
Main Authors: Saunderson, James F. (Contributor), Chandrasekaran, Venkat (Author), Parrilo, Pablo A. (Contributor), Willsky, Alan S. (Contributor)
Other Authors: Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science (Contributor), Massachusetts Institute of Technology. Laboratory for Information and Decision Systems (Contributor)
Format: Article
Language:English
Published: Society for Industrial and Applied Mathematics, 2013-03-12T18:18:29Z.
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