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Solving interpolation problems via generalized eigenvalue minimization
Solving interpolation problems generalized eigenvalue minimization
2015/7/13
A number of problems in the analysis and design of control systems may be reformulated as the problem of minimizing the largest generalized eigenvalue of a pair of symmetric matrices which depend affi...
A D.C. Programming Approach to the Sparse Generalized Eigenvalue Problem
Generalized eigenvalue problem Principal component analysis Canonicalcorrelation analysis Fisher discriminant analysis
2010/3/17
In this paper, we consider the sparse eigenvalue problem wherein the goal is to obtain a
sparse solution to the generalized eigenvalue problem. We achieve this by constraining the
cardinality of the...