Abstract
Based on the Woodbury matrix identity, we present a heuristic and a test-problem generation method for decomposing an invertible input matrix into a low-rank component and a component having a sparse inverse.
V.K. Fuentes: Supported in part by MICDE.
J. Lee: Supported by NSF grant CMMI-1160915 and ONR grant N00014-14-1-0315.
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Fuentes, V.K., Lee, J. (2018). Low-Rank/Sparse-Inverse Decomposition via Woodbury. In: Fink, A., Fügenschuh, A., Geiger, M. (eds) Operations Research Proceedings 2016. Operations Research Proceedings. Springer, Cham. https://doi.org/10.1007/978-3-319-55702-1_16
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DOI: https://doi.org/10.1007/978-3-319-55702-1_16
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