A Sparse Decomposition of Low Rank Symmetric Positive Semidefinite Matrices (Q5737757)

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scientific article; zbMATH DE number 6724172
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A Sparse Decomposition of Low Rank Symmetric Positive Semidefinite Matrices
scientific article; zbMATH DE number 6724172

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    A Sparse Decomposition of Low Rank Symmetric Positive Semidefinite Matrices (English)
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    30 May 2017
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    intrinsic sparse mode decomposition
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    principal component analysis
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    sparse PCA
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    joint diagonalization
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    pivoted Cholesky decomposition
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    matrix factorization
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