An efficient numerical method for condition number constrained covariance matrix approximation (Q2242067): Difference between revisions
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Revision as of 04:09, 29 February 2024
scientific article
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| English | An efficient numerical method for condition number constrained covariance matrix approximation |
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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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