On Optimal Selection of Correlation Matrices for Matrix-Pencil-Based Separation.
Arie YeredorPublished in: ICA (2009)
Keyphrases
- optimal selection
- correlation matrix
- singular value decomposition
- singular values
- coefficient matrix
- positive definite
- matrix representation
- square matrices
- perturbation theory
- projection matrices
- eigenvalues and eigenvectors
- linear algebra
- rows and columns
- matrix multiplication
- positive semidefinite
- symmetric positive definite
- sparse matrix
- data matrix
- symmetric matrices
- projection matrix
- linear complementarity problem
- systems of linear equations
- low rank and sparse
- covariance matrix
- block diagonal
- low rank approximation
- distance matrix
- low rank
- matrix completion
- measurement matrix
- covariance matrices
- totally unimodular
- low rank matrix
- sparse matrices
- pseudo inverse
- linear systems
- sufficient conditions