Abstract: The Lyapunov matrix differential equation (LDE) is of great significance in modern control theory and practical engineering applications. In this study, we propose a novel algorithm based on ...
Abstract: Low-rank matrix recovery from linear measurements is a fundamental problem in signal processing and machine learning. A recent approach, AltGD-Min, achieves provable recovery by alternating ...
Implementations are for learning purposes only. They may be less efficient than the implementations in the Python standard library. Use them at your discretion.