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SIAMMAX
2011
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12 years 11 months ago
Solving Rational Eigenvalue Problems via Linearization
Rational eigenvalue problems (REPs) are an emerging class of nonlinear eigenvalue problems that arise from a variety of physical applications. In this paper, we propose a lineariz...
Yangfeng Su, Zhaojun Bai
ICASSP
2009
IEEE
13 years 8 months ago
Principal component analysis in decomposable Gaussian graphical models
We consider principal component analysis (PCA) in decomposable Gaussian graphical models. We exploit the prior information in these models in order to distribute its computation. ...
Ami Wiesel, Alfred O. Hero III