A Sparse Decomposition of Low Rank Symmetric Positive Semidefinite Matrices
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Publication:5737757
DOI10.1137/16M107760XzbMath1386.65127arXiv1607.00702OpenAlexW2963066768MaRDI QIDQ5737757
Pengchuan Zhang, Qin Li, Thomas Yizhao Hou
Publication date: 30 May 2017
Published in: Multiscale Modeling & Simulation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1607.00702
principal component analysismatrix factorizationjoint diagonalizationsparse PCApivoted Cholesky decompositionintrinsic sparse mode decomposition
Computational methods for sparse matrices (65F50) Positive matrices and their generalizations; cones of matrices (15B48)
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