On the Sum of the Largest Eigenvalues of a Symmetric Matrix

From MaRDI portal
Revision as of 00:09, 30 January 2024 by Import240129110155 (talk | contribs) (Created automatically from import240129110155)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:3988974

DOI10.1137/0613006zbMath0747.15005OpenAlexW2015492922MaRDI QIDQ3988974

Michael L. Overton, Robert S. Womersley

Publication date: 28 June 1992

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

Full work available at URL: https://doi.org/10.1137/0613006




Related Items (35)

Computing the nearest low-rank correlation matrix by a simplified SQP algorithmOn minimizing the largest eigenvalue of a symmetric matrixOn extremum properties of orthogonal quotients matricesMixed-Projection Conic Optimization: A New Paradigm for Modeling Rank ConstraintsGeneralized derivatives of eigenvalues of a symmetric matrixUnnamed ItemOn maximal relative projection constantsA projection technique for partitioning the nodes of a graphAn inequality for eigenvalues of symmetric matrices with applications to max-cuts and Graph EnergyThe spectral bundle method with second-order informationDiscontinuous piecewise linear optimizationSensitivity analysis of nondifferentiable sums of singular values of rectangular matricesA new perspective on low-rank optimizationUnnamed ItemOn the generalized trace ratio problemA spectral approach to bandwidth and separator problems in graphsComputing maximin efficient experimental designs using the methods of semidefinite programmingExact \(k\)-component graph learning for image clusteringMulti-way clustering and biclustering by the ratio cut and normalized cut in graphsUnnamed ItemFirst order optimality conditions for mathematical programs with semidefinite cone complementarity constraintsSupervised dimensionality reduction via sequential semidefinite programmingOn the extreme points of a family of matrices related to a theorem of BirkhoffSemidefinite programming and combinatorial optimizationECA: High-Dimensional Elliptical Component Analysis in Non-Gaussian DistributionsSDP Relaxations for Some Combinatorial Optimization ProblemsMethod of centers for minimizing generalized eigenvaluesA quadratically convergent local algorithm on minimizing the largest eigenvalue of a symmetric matrixModel reduction and neural networks for parametric PDEsCONVEX HULL PRESENTATION OF A QUADRATICALLY CONSTRAINED SET AND ITS APPLICATION IN SOLVING QUADRATIC PROGRAMMING PROBLEMSComputation of maximal projection constantsSparsistency and agnostic inference in sparse PCAA quadratically convergent local algorithm on minimizing sums of the largest eigenvalues of a symmetric matrixOn matrix approximation problems with Ky Fan \(k\) normsRobust computation of linear models by convex relaxation







This page was built for publication: On the Sum of the Largest Eigenvalues of a Symmetric Matrix