Positive definite matrix approximation with condition number constraint (Q2448171)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Positive definite matrix approximation with condition number constraint |
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Positive definite matrix approximation with condition number constraint (English)
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30 April 2014
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matrix approximation
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covariance estimation
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unitary similarity invariant norm
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Ky Fan \(p\)-\(k\) norm
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