Barry Smith writes:
>Go ahead and extend it.
Presumably to A + X C Y'.
>> On Nov 14, 2016, at 6:14 AM, Jose E. Roman wrote:
>>
>> Hi.
>>
>> I need to work with low-rank matrices represented as the outer product of
>> tall-skinny matrices.
Go ahead and extend it.
> On Nov 14, 2016, at 6:14 AM, Jose E. Roman wrote:
>
> Hi.
>
> I need to work with low-rank matrices represented as the outer product of
> tall-skinny matrices. Specifically, I need to cover these cases:
> - Symmetric positive-definite: X*X'
>
Hi.
I need to work with low-rank matrices represented as the outer product of
tall-skinny matrices. Specifically, I need to cover these cases:
- Symmetric positive-definite: X*X'
- Symmetric indefinite: X*C*X'
- Non-symmetric: X*Y' (or maybe X*C*Y')
This could be added by extending MATLRC