The Inverse Eigenproblem of Centrosymmetric Matrices with a Submatrix Constraint and Its Approximation.
Zheng-Jian BaiPublished in: SIAM J. Matrix Anal. Appl. (2005)
Keyphrases
- data matrix
- correlation matrix
- totally unimodular
- conjugate gradient algorithm
- matrix representation
- linear constraints
- error bounds
- missing values
- singular value decomposition
- mixed integer
- order preserving
- approximation methods
- singular values
- low rank matrix approximation
- approximation schemes
- low rank approximation
- approximation error
- data sets
- covariance matrices
- efficient computation
- closed form
- principal component analysis
- lower bound