Solving Matrix Inequalities whose Unknowns are Matrices.
Juan F. CaminoJ. William HeltonRobert E. SkeltonPublished in: SIAM J. Optim. (2006)
Keyphrases
- systems of linear equations
- coefficient matrix
- linear complementarity problem
- singular value decomposition
- positive definite
- singular values
- sufficient conditions
- matrix representation
- square matrices
- perturbation theory
- eigenvalue problems
- block diagonal
- projection matrices
- positive semidefinite
- linear algebra
- low rank and sparse
- eigenvalues and eigenvectors
- sparse matrices
- rows and columns
- linear systems
- symmetric positive definite
- measurement matrix
- linear inequalities
- low rank
- data matrix
- linear programming
- kernel matrix
- pseudo inverse
- planar graphs
- linear relaxation
- convex hull
- eigendecomposition
- totally unimodular
- covariance matrix