Least-Squares Covariance Matrix Adjustment
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Publication:5470476
DOI10.1137/040609902zbMath1099.65039OpenAlexW2119582979MaRDI QIDQ5470476
Publication date: 31 May 2006
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://resolver.caltech.edu/CaltechAUTHORS:BOYsiamjmaa05
dual problemconvex optimization problemmatrix nearness problemssemidefinite least-squares problemleast-squares covariance adjustment problem
Numerical solutions to overdetermined systems, pseudoinverses (65F20) Semidefinite programming (90C22) Large-scale problems in mathematical programming (90C06) Optimality conditions and duality in mathematical programming (90C46) Hermitian, skew-Hermitian, and related matrices (15B57)
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