Computing eigenvalues of semi-infinite quasi-Toeplitz matrices.

Dario A. Bini Bruno Iannazzo Beatrice Meini J. Meng Leonardo Robol

Published in: CoRR (2022)

Keyphrases

semi infinite
linear program
correlation matrix
singular value decomposition
systems of linear equations
optimality conditions
least squares
semidefinite
linear programming
covariance matrix
symmetric matrices
optimal solution
special case
np hard
principal components