Rigorous Error Bounds for the Optimal Value in Semidefinite Programming
β Scribed by Jansson, Christian; Chaykin, Denis; Keil, Christian
- Book ID
- 118189986
- Publisher
- Society for Industrial and Applied Mathematics
- Year
- 2008
- Tongue
- English
- Weight
- 228 KB
- Volume
- 46
- Category
- Article
- ISSN
- 0036-1429
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## Abstract This paper is motivated by recent studies of Huang __et al__. on distributed PCA and network anomaly detection and contains a rigorous derivation of bounds for the expected value and the variance of the spectral norm of the error in large covariance matrices. This derivation is based on
Complicated dynamical systems can be rigorously analysed by means of Conley index theory. Due to its partly numerical nature such an analysis necessitates bounds on the truncation and the round-o error. These are provided for explicit RK methods in the form of iteration schemes ready-made for applic