منابع مشابه
On the Approximation of Matrix Products and Positive Definite Matrices
In this paper, we introduce and analyze new randomized and deterministic algorithms to approximate the product of two matrices. In addition we provide what is, to the best of our knowledge, the first relative error bound for the Nyström approximation of quadratic forms. While deriving the proofs of the results, we highlight several new connections between matrix products, the Nyström extension ...
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The Wasserstein distance on multivariate non-degenerate Gaussian densities is a Riemannian distance. After reviewing the properties of the distance and the metric geodesic, we derive an explicit form of the Riemannian metrics on positive-definite matrices and compute its tensor form with respect to the trace scalar product. The tensor is a matrix, which is the solution of a Lyapunov equation. W...
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ژورنال
عنوان ژورنال: Pacific Journal of Mathematics
سال: 1968
ISSN: 0030-8730,0030-8730
DOI: 10.2140/pjm.1968.24.7