Browsing Combinatorics and Optimization by Subject "low-rank plus sparse decomposition"
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Low-Rank Plus Sparse Decompositions of Large-Scale Matrices via Semidefinite Optimization
(University of Waterloo, 2023-05-19)We study the problem of decomposing a symmetric matrix into the sum of a low-rank symmetric positive semidefinite matrix and a tridiagonal matrix, and a relaxation which looks for symmetric positive semidefinite matrices ...