Regularization matrices determined by matrix nearness problems
نویسندگان
چکیده
منابع مشابه
Matrix Nearness Problems and Applications ∗
A matrix nearness problem consists of finding, for an arbitrary matrix A, a nearest member of some given class of matrices, where distance is measured in a matrix norm. A survey of nearness problems is given, with particular emphasis on the fundamental properties of symmetry, positive definiteness, orthogonality, normality, rank-deficiency and instability. Theoretical results and computational ...
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We discuss three types of sparse matrix nearness problems: given a sparse symmetric matrix, find the matrix with the same sparsity pattern that is closest to it in Frobenius norm and (1) is positive semidefinite, (2) has a positive semidefinite completion, or (3) has a Euclidean distance matrix completion. Several proximal splitting and decomposition algorithms for these problems are presented ...
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ژورنال
عنوان ژورنال: Linear Algebra and its Applications
سال: 2016
ISSN: 0024-3795
DOI: 10.1016/j.laa.2015.12.008