An inverse eigenvalue problem and a matrix approximation problem for symmetric skew-hamiltonian matrices.
Dongxiu XieNingjun HuangQin ZhangPublished in: Numer. Algorithms (2007)
Keyphrases
- matrix approximation
- least squares
- correlation matrix
- low rank matrix approximation
- approximation error
- maximum entropy
- theoretical guarantees
- low rank matrix
- singular value decomposition
- symmetric matrix
- bregman divergences
- covariance matrix
- matrix completion
- singular values
- pairwise
- low rank
- loss function
- multi class
- upper bound