Matrix Nearness Problems with Bregman Divergences
نویسندگان
چکیده
منابع مشابه
Matrix Nearness Problems with Bregman Divergences
This paper discusses a new class of matrix nearness problems that measure approximation error using a directed distance measure called a Bregman divergence. Bregman divergences offer an important generalization of the squared Frobenius norm and relative entropy, and they all share fundamental geometric properties. In addition, these divergences are intimately connected with exponential families...
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ژورنال
عنوان ژورنال: SIAM Journal on Matrix Analysis and Applications
سال: 2008
ISSN: 0895-4798,1095-7162
DOI: 10.1137/060649021