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Restoring Definiteness via Shrinking, with an Application to Correlation Matrices with a Fixed Block.
Nicholas J. Higham
Natasa Strabic
Vedran Sego
Published in:
SIAM Rev. (2016)
Keyphrases
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positive definite
coefficient matrix
fixed size
correlation matrix
correlation coefficient
feature vectors
neural network
dimensionality reduction
highly correlated
dct coefficients
block size
high correlation
block wise
matrix completion
matrix multiplication
fractal image coding