A recursive formulation of Cholesky factorization of a matrix in packed storage.
Bjarne Stig AndersenJerzy WasniewskiFred G. GustavsonPublished in: ACM Trans. Math. Softw. (2001)
Keyphrases
- low rank
- singular value decomposition
- factorization methods
- factorization method
- kernel matrix
- matrix factorization
- sparse matrix
- gram matrix
- semidefinite programming
- tensor factorization
- measurement matrix
- storage and retrieval
- eigendecomposition
- non rigid structure from motion
- data storage
- convex optimization
- sparse matrices
- square root
- matrix completion
- positive definite
- low rank matrix
- singular values
- lagrange multipliers
- data matrix
- storage requirements
- kronecker product
- pairwise
- covariance matrix
- missing data
- recommender systems