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Questions where the notion matrix has an important or crucial role (for the latter, note the tag matrix-theory for potential use). Matrices appear in various parts of mathematics, and this tag is typically combined with other tags to make the general subject clear, such as an appropriate top-level tag ra.rings-and-algebras, co.combinatorics, etc. and other tags that might be applicable. There are also several more specialized tags concerning matrices.

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Low-rank approximation of sub-sampled matrix

Considering a large data matrix $X$ with zero-centered columns that is assumed to be approximately low-rank, it is common to do PCA and project the data onto the top few principal components, and use …