We desire to find a correlation matrix R of a given rank that is as close as possible to an input matrix R, subject to the constraint that specified elements in R must be zero. Our optimality criterion is the weighted Frobenius norm of the approximation error, and we use a constrained majorization a
A sublinear-time randomized approximation algorithm for matrix games
โ Scribed by Michael D. Grigoriadis; Leonid G. Khachiyan
- Publisher
- Elsevier Science
- Year
- 1995
- Tongue
- English
- Weight
- 385 KB
- Volume
- 18
- Category
- Article
- ISSN
- 0167-6377
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