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Department of Mathematics,
University of California San Diego

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Functional Analysis Seminar

Chris Nelson

UCSD

Finding matrices of smallest rank by minimizing the trace.

Abstract:

The talk will give an introduction to this new branch of compressed sensing. One has an affine subspace intersect the positive semideinite (PSD) matrices and wishes to find a smallest rank matrix therein. This is a highly nonconvex problem. Minimizing the trace is a convex problem which often gives the correct answer. There is an elegant probablistic analysis which applies in some situations. The talk gives an exposition of this.

February 8, 2011

3:00 PM

AP&M 6402

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