Hamilton–Jacobi equations for finite-rank matrix inference
نویسندگان
چکیده
منابع مشابه
Finite iterative methods for solving systems of linear matrix equations over reflexive and anti-reflexive matrices
A matrix $Pintextmd{C}^{ntimes n}$ is called a generalized reflection matrix if $P^{H}=P$ and $P^{2}=I$. An $ntimes n$ complex matrix $A$ is said to be a reflexive (anti-reflexive) matrix with respect to the generalized reflection matrix $P$ if $A=PAP$ ($A=-PAP$). In this paper, we introduce two iterative methods for solving the pair of matrix equations $AXB=C$ and $DXE=F$ over reflexiv...
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ژورنال
عنوان ژورنال: The Annals of Applied Probability
سال: 2020
ISSN: 1050-5164
DOI: 10.1214/19-aap1556