Fast Approximation of the $p$-Radius, Matrix Pressure, or Generalized Lyapunov Exponent for Positive and Dominated Matrices.
Ian D. MorrisPublished in: SIAM J. Matrix Anal. Appl. (2022)
Keyphrases
- matrix representation
- singular value decomposition
- singular values
- coefficient matrix
- low rank approximation
- singular vectors
- eigenvalue problems
- square matrices
- low rank matrix approximation
- linear algebra
- positive definite
- eigenvalues and eigenvectors
- positive and negative
- symmetric matrices
- projection matrices
- perturbation theory
- rows and columns
- low rank
- block diagonal
- frobenius norm
- matrix multiplication
- pairwise
- linear complementarity problem
- symmetric positive definite
- symmetric matrix
- distance matrix
- sparse matrix
- approximation methods
- data matrix
- approximation algorithms
- low rank and sparse
- matrix decomposition
- matrix completion
- systems of linear equations
- least squares
- covariance matrix
- low rank matrix
- closed form
- error bounds
- rough approximations
- eigendecomposition
- measurement matrix
- totally unimodular
- matrix approximation
- factor matrices
- approximation spaces
- sparse matrices
- correlation matrix
- eigenvalue decomposition
- pseudo inverse
- binary matrix
- affinity matrix
- approximation error
- convex functions
- matrix factorization
- binary matrices
- positive semidefinite
- dimensionality reduction