Direct sequential evaluation of optimal orthonormal eigenvectors of the discrete Fourier transform matrix by constrained optimization.
Magdy T. HannaPublished in: Digit. Signal Process. (2012)
Keyphrases
- constrained optimization
- singular value decomposition
- lagrange multipliers
- objective function
- covariance matrix
- constrained optimization problems
- eigenvalues and eigenvectors
- unconstrained optimization
- constraint handling
- augmented lagrangian
- penalty function
- denoising
- closed form solutions
- sparse matrix
- least squares
- penalty functions
- dynamic programming
- iterative methods
- kernel function
- dimensionality reduction
- optimal solution