An efficient numerical method for condition number constrained covariance matrix approximation (Q2242067): Difference between revisions
From MaRDI portal
Latest revision as of 02:01, 27 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | An efficient numerical method for condition number constrained covariance matrix approximation |
scientific article |
Statements
An efficient numerical method for condition number constrained covariance matrix approximation (English)
0 references
9 November 2021
0 references
covariance matrix
0 references
condition number constraint
0 references
singular value decomposition
0 references
high-dimensional data
0 references
0 references
0 references
0 references
0 references
0 references
0 references