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2 votes
1 answer
255 views

Efficient algorithm for solving a convex quadratic program [duplicate]

Let $A \in \mathbb{R}^{n \times m}$ and $b \in \mathbb{R}^n$. Suppose $m \ll n$. How to solve this quadratic program efficiently? $$\min_{x \in \mathbb{R}^n} \frac{1}{2} x^\top AA^\top x + b^\top x$$
O. Richard's user avatar
7 votes
2 answers
251 views

What methods do we have to understand the spectrum of matrices with restricted entries?

Consider questions of the form (or the "most probable value of" version of these questions rather than the "largest possible"), What is the largest possible spectral radius of a $...
user6818's user avatar
  • 1,893
1 vote
1 answer
113 views

Expected rank - computable approximations

I'm interested in finding the expected rank of some random matrix $A$ (I don't want to specify its distribution right now, since my question makes sense in general). Computing $\mathbb{E} \ \mathrm{...
Marcin Kotowski's user avatar