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...
| Main Authors: | , , , |
|---|---|
| Other Authors: | , |
| Format: | Article |
| Language: | English |
| Published: |
Society for Industrial and Applied Mathematics,
2013-03-12T18:18:29Z.
|
| Subjects: | |
| Online Access: | Get fulltext |