Random Matrix Derived Shrinkage of Spectral Precision Matrices.
Andrew T. WaldenDeborah Schneider-LuftmanPublished in: IEEE Trans. Signal Process. (2015)
Keyphrases
- singular value decomposition
- coefficient matrix
- eigenvalues and eigenvectors
- singular values
- linear algebra
- square matrices
- matrix representation
- positive definite
- covariance matrix
- block diagonal
- sparse matrix
- projection matrices
- perturbation theory
- linear complementarity problem
- data matrix
- high precision
- rows and columns
- projection matrix
- positive semidefinite
- covariance matrices
- denoising
- correlation matrix
- matrix completion
- random projections
- hyperspectral
- sparse matrices
- spectral resolution
- singular vectors
- spectral decomposition
- missing values
- natural images
- systems of linear equations
- least squares
- low rank and sparse