Private Matrix Approximation and Geometry of Unitary Orbits

Oren Mangoubi, Yikai Wu, Satyen Kale +2

Consider the following optimization problem: Given $n\times n$ matrices $A$ and $\Lambda$, maximize $⟨A,U\Lambda U^{\ast }⟩$ where $U$ varies over the unitary group $\mathrm{U}(n)$. Th…