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Low rank updates in preconditioning the saddle point systems arising from data assimilation problems.
Matthew C. Fisher
Serge Gratton
Selime Gürol
Yannick Trémolet
Xavier Vasseur
Published in:
Optim. Methods Softw. (2018)
Keyphrases
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low rank
saddle point
convex optimization
primal dual
linear systems
linear combination
singular value decomposition
matrix factorization
semi supervised
computer vision
missing data
machine learning
pairwise
denoising
interior point methods