Published in:Operations Management Working Papers Series, Vol. , pp. -, 2006
Extent:
1 Online-Ressource (15 p)
Language:
English
Origination:
Footnote:
Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 2006 erstellt
Description:
We consider the problem of finding a low{rank approximate solution to a system of linearequations in symmetric, positive semidefinite matrices. Specifically, let A1; : : : ;Am 2 Rnpound;n symmetric, positive semidefinite matrices, and let b1; : : : ; bm cedil; 0. We show that if there exists a symmetric, positive semidefinite matrix X to the following system of equations