From fa34a04efa7921a74dff0fcdb957968a937caba9 Mon Sep 17 00:00:00 2001 From: ryc Date: Sat, 2 Mar 2024 23:18:11 -0600 Subject: [PATCH] update --- content/notes/nuclear-norm-sdp.md | 11 ++++++++++- 1 file changed, 10 insertions(+), 1 deletion(-) diff --git a/content/notes/nuclear-norm-sdp.md b/content/notes/nuclear-norm-sdp.md index 2570d92..6ff7259 100644 --- a/content/notes/nuclear-norm-sdp.md +++ b/content/notes/nuclear-norm-sdp.md @@ -1,3 +1,12 @@ +#+title: Nuclear Norm via SDP +#+date: 2023-03-02 +#+category: notes +#+tags: ml + +:PROPERTIES: +:CUSTOM_ID: matrix-norm +:END: + # Matrix norms Given a matrix $X \in \mathbb{R}^{m \times n}$, $\sigma_{i}(X)$ denotes the $i$-th largest singular value of $X$ and is equal to the square root of the $i$-th largest eigenvalue of $XX'$. The rank of $X$, denoted as $\mathrm{rank}(X) = r$ is the number of non-zero singular values. @@ -162,4 +171,4 @@ This result shows that we can compute the nuclear norm via SDP. ``` Recht, Benjamin, Maryam Fazel, and Pablo A. Parrilo. "Guaranteed minimum-rank solutions of linear matrix equations via nuclear norm minimization." _SIAM review_ 52.3 (2010): 471-501. -``` \ No newline at end of file +```