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The inertia of the symmetric approximation for low-rank matrices
dc.contributor.author | Casanellas Rius, Marta |
dc.contributor.author | Fernández Sánchez, Jesús |
dc.contributor.author | Garrote López, Marina |
dc.contributor.other | Universitat Politècnica de Catalunya. Departament de Matemàtiques |
dc.date.accessioned | 2017-11-29T09:21:58Z |
dc.date.available | 2018-10-09T00:30:32Z |
dc.date.issued | 2017-11-10 |
dc.identifier.citation | Casanellas, M., Fernández-Sánchez, J., Garrote, M. The inertia of the symmetric approximation for low-rank matrices. "Linear and multilinear algebra", 10 Novembre 2017, vol. 66, núm. 11, p. 2349-2353 |
dc.identifier.issn | 0308-1087 |
dc.identifier.uri | http://hdl.handle.net/2117/111318 |
dc.description.abstract | © 2017 Informa UK Limited, trading as Taylor & Francis Group In many areas of applied linear algebra, it is necessary to work with matrix approximations. A usual situation occurs when a matrix obtained from experimental or simulated data is needed to be approximated by a matrix that lies in a corresponding statistical model and satisfies some specific properties. In this short note, we focus on symmetric and positive-semidefinite approximations and we show that the positive and negative indices of inertia of the symmetric approximation and the rank of the positive-semidefinite approximation are always bounded from above by the rank of the original matrix. |
dc.format.extent | 5 p. |
dc.language.iso | eng |
dc.publisher | Taylor & Francis |
dc.rights | Attribution-NonCommercial-NoDerivs 3.0 Spain |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/es/ |
dc.subject | Àrees temàtiques de la UPC::Matemàtiques i estadística::Àlgebra |
dc.subject.lcsh | Algebras, Linear |
dc.subject.lcsh | Matrices |
dc.subject.other | inertia indices |
dc.subject.other | positive definiteness |
dc.subject.other | rank approximation |
dc.subject.other | Symmetric matrices |
dc.title | The inertia of the symmetric approximation for low-rank matrices |
dc.type | Article |
dc.subject.lemac | Àlgebra lineal |
dc.subject.lemac | Matrius (Matemàtica) |
dc.contributor.group | Universitat Politècnica de Catalunya. GEOMVAP - Geometria de Varietats i Aplicacions |
dc.identifier.doi | 10.1080/03081087.2017.1398710 |
dc.description.peerreviewed | Peer Reviewed |
dc.relation.publisherversion | https://www.tandfonline.com/doi/abs/10.1080/03081087.2017.1398710 |
dc.rights.access | Open Access |
local.identifier.drac | 21635894 |
dc.description.version | Postprint (published version) |
local.citation.author | Casanellas, M.; Fernández-Sánchez, J.; Garrote, M. |
local.citation.publicationName | Linear and multilinear algebra |
local.citation.startingPage | 1 |
local.citation.endingPage | 5 |
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