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

DOI10.1137/120872516zbMath1270.90043arXiv1204.1220OpenAlexW3105772645MaRDI QIDQ4918171

Venkat Chandrasekaran, Alan S. Willsky, Pablo A. Parrilo, James Saunderson

Publication date: 23 April 2013

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1204.1220

zbMATH Keywords

semidefinite programmingFrisch schemeelliptopeminimum trace factor analysissubspace coherence

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Semidefinite programming (90C22) System identification (93B30) Convex sets in (n) dimensions (including convex hypersurfaces) (52A20)

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