Questions tagged [linear-algebra]

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Weighted nuclear norm minimization

The problem. Let $X,A \in\mathbb{R}^{n\times m}$ and let $W\in\mathbb{R}^{nm\times nm}$ be a positive definite matrix. I want to know if there is a closed-form solution to this problem $$ \min_{X} \...
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explain Givens rotation chain for maintaining Cholesky factorization

I'm attempting to implement the dual face algorithm from Pan's book chapter 22 ( The part in question is pasted here: Can you please explain ...
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