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math.NA2021
A Higher-Order Generalized Singular Value Decomposition for Rank Deficient Matrices
Idris Kempf, Paul J. Goulart, Stephen R. Duncan
The higher-order generalized singular value decomposition (HO-GSVD) is a matrix factorization technique that extends the GSVD to data matrices, and can be used to identif…
math.NA2019
Accuracy of approximate projection to the semidefinite cone
Paul J. Goulart, Yuji Nakatsukasa, Nikitas Rontsis
When a projection of a symmetric or Hermitian matrix to the positive semidefinite cone is computed approximately (or to working precision on a computer), a natural question is to q…