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 Date: 2014-08-14 16:44:12Singular value decomposition Matrix theory Operator theory Ellipsoid Positive-definite matrix Matrix Eigenvalues and eigenvectors Rank Normal distribution Algebra Mathematics Linear algebra |
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Diagonal and Low-Rank Decompositions and Fitting Ellipsoids to Random Points James Saunderson, Pablo A. Parrilo, Alan S. Willsky Abstract— Identifying a subspace containing signals of interest in additive noise is a ba