关于Sdp秩约简的一个统一定理

A. M. So, Y. Ye, Jiawei Zhang
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引用次数: 72

摘要

我们考虑在对称半正定矩阵中寻找线性方程组的低秩近似解的问题。具体地说,设A1;:::;Am 2 Rn£n对称,正半定矩阵,并设b1;:::;[au:]我们证明了如果存在一个对称的、正的半定矩阵X到下列方程组:
本文章由计算机程序翻译,如有差异,请以英文原文为准。
A Unified Theorem on Sdp Rank Reduction
We consider the problem of finding a low{rank approximate solution to a system of linearequations in symmetric, positive semidefinite matrices. Specifically, let A1; : : : ;Am 2 Rn£n symmetric, positive semidefinite matrices, and let b1; : : : ; bm ¸ 0. We show that if there exists a symmetric, positive semidefinite matrix X to the following system of equations:
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