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Trace-Penalty Minimization for Large-scale Eigenspace Computation
The Rayleigh-Ritz (RR) procedure, including orthogonalization, constitutes a major bottleneck in computing relatively high-dimensional eigenspaces of large sparse matrices. Although operations involved in RR steps can be ...
An Alternating Direction and Projection Algorithm for Structure-enforced Matrix Factorization
Structure-enforced matrix factorization (SeMF) represents a large class of mathematical models ap- pearing in various forms of principal component analysis, sparse coding, dictionary learning and other machine learning ...