California Institute of Technology / Air Force office of Scientific Research / Massachusetts Institute of Technology / Department of Electrical Engineering and Computer Science / Department of Computing and Mathematical Sciences / Laboratory for Information and Decision Systems / /
DIAGONAL AND LOW-RANK MATRIX DECOMPOSITIONS, CORRELATION MATRICES, AND ELLIPSOID FITTING∗ J. SAUNDERSON† , V. CHANDRASEKARAN‡ , P. A. PARRILO† , AND A. S. WILLSKY† Abstract. In this paper we establish links bet