A FEAST algorithm with oblique projection for generalized eigenvalue problems.
Guojian YinRaymond H. ChanMan-Chung YeungPublished in: Numer. Linear Algebra Appl. (2017)
Keyphrases
- learning algorithm
- convex hull
- eigenvalue problems
- np hard
- optimal solution
- computational complexity
- convergence rate
- expectation maximization
- dynamic programming
- principal component analysis
- sufficient conditions
- closed form
- combinatorial optimization
- prior information
- bayesian framework
- cost function
- objective function