Computing the Square Root of a Low-Rank Perturbation of the Scaled Identity Matrix.
Massimiliano FasiNicholas J. HighamXiaobo LiuPublished in: SIAM J. Matrix Anal. Appl. (2023)
Keyphrases
- low rank
- square root
- missing data
- singular value decomposition
- convex optimization
- linear combination
- low rank matrix
- matrix factorization
- matrix completion
- floating point
- rank minimization
- high order
- trace norm
- kalman filtering
- semi supervised
- high dimensional data
- arrival rate
- kernel matrix
- euclidean space
- riemannian manifolds
- singular values
- generative model
- maximum likelihood
- kalman filter
- higher order
- gaussian mixture model
- motion estimation
- probability density function
- support vector