Efficient algorithms for solving condition number-constrained matrix minimization problems

DOI10.1016/j.laa.2020.08.007zbMath1458.65029OpenAlexW3066316646MaRDI QIDQ2226404

Wen Li, Seak Weng Vong, Jiao-Fen Li

Publication date: 12 February 2021

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2020.08.007

zbMATH Keywords

condition numberiteration algorithmalternating direction methodmatrix nearness problemwell-conditioned matrix

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35) Conditioning of matrices (15A12)

Related Items (1)

An efficient numerical method for condition number constrained covariance matrix approximation

Uses Software

• glasso
• Anderson

Cites Work

• Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
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• Inequalities: theory of majorization and its applications

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