Solving matrix inequalities whose unknowns are matrices.
Juan F. CaminoJ. William HeltonRobert E. SkeltonPublished in: CDC (2004)
Keyphrases
- systems of linear equations
- linear complementarity problem
- coefficient matrix
- singular value decomposition
- sufficient conditions
- positive definite
- square matrices
- linear algebra
- eigenvalue problems
- sparse matrices
- eigenvalues and eigenvectors
- singular values
- matrix representation
- projection matrices
- rows and columns
- perturbation theory
- positive semidefinite
- low rank and sparse
- block diagonal
- pseudo inverse
- matrix multiplication
- least squares
- linear relaxation
- symmetric positive definite
- correlation matrix
- symmetric matrices
- distance matrix
- covariance matrix