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math.OC2024
Approximate Projections onto the Positive Semidefinite Cone Using Randomization
Morgan Jones, James Anderson
This paper presents two algorithms that compute approximate Positive Semidefinite (PSD) projections of real symmetric matrices using Randomized Numerical Linear Algebra (RNLA). Cla…
math.OC2021
Large-Scale System Identification Using a Randomized SVD
Han Wang, James Anderson
Learning a dynamical system from input/output data is a fundamental task in the control design pipeline. In the partially observed setting there are two components to identificatio…