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Tight computationally efficient approximation of matrix norms with applications.
Anatoli B. Juditsky
Georgios Kotsalis
Arkadi Nemirovski
Published in:
Open J. Math. Optim. (2022)
Keyphrases
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computationally efficient
matrix representation
lower bound
error bounds
computational complexity
singular value decomposition
approximation algorithms
closed form
covariance matrix
worst case
linear algebra
approximation methods
objective function
queueing networks
relative error
upper bound
coefficient matrix