Diagonal and Low-Rank Matrix Decompositions, Correlation Matrices, and Ellipsoid Fitting.
James SaundersonVenkat ChandrasekaranPablo A. ParriloAlan S. WillskyPublished in: SIAM J. Matrix Anal. Appl. (2012)
Keyphrases
- low rank matrix
- singular value decomposition
- low rank
- matrix decomposition
- least squares
- matrix factorization
- sparse matrix
- convex optimization
- approximation methods
- data matrix
- singular values
- matrix approximation
- low rank matrices
- matrix completion
- linear combination
- high order
- missing data
- covariance matrix
- low rank approximation
- high dimensional data
- measurement matrix
- collaborative filtering
- image processing
- data sets