An efficient numerical method for condition number constrained covariance matrix approximation (Q2242067)
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scientific article; zbMATH DE number 7422781
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An efficient numerical method for condition number constrained covariance matrix approximation |
scientific article; zbMATH DE number 7422781 |
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An efficient numerical method for condition number constrained covariance matrix approximation (English)
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9 November 2021
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covariance matrix
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condition number constraint
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singular value decomposition
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high-dimensional data
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