A Note on the LU Factorization of a Symmetric Matrix.

David J. Evans Michael Hatzopoulos

Published in: Commun. ACM (1975)

Keyphrases

symmetric matrix
semidefinite programming
eigenvalue decomposition
covariance matrix
matrix factorization
singular value decomposition
semidefinite
pairwise
least squares
low rank
projection matrix
sufficient conditions
factorization method