Matrices with Tunable Infinity-Norm Condition Number and No Need for Pivoting in LU Factorization.
Massimiliano FasiNicholas J. HighamPublished in: SIAM J. Matrix Anal. Appl. (2021)
Keyphrases
- condition number
- sparse matrices
- interior point methods
- condition numbers
- linear algebra
- coefficient matrix
- singular value decomposition
- convex optimization
- correlation matrix
- linear programming
- linear program
- kronecker product
- primal dual
- quadratic programming
- regression model
- semidefinite programming
- objective function
- low rank
- solving problems
- sparse matrix
- computationally intensive
- matrix completion
- measurement matrix
- power spectrum
- linear systems
- data matrix
- matrix factorization
- regularized least squares
- random projections
- optimal solution