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A Projective Method for Rescaling a Diagonally Stable Matrix to be Positive Definite.
H. Hu
Published in:
SIAM J. Matrix Anal. Appl. (1992)
Keyphrases
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positive definite
covariance matrix
pairwise
high dimensional
input data
linear model
machine learning
support vector machine
cross validation
distance metric
gaussian process
constrained optimization