Approximate Projections onto the Positive Semidefinite Cone Using Randomization

Code Ocean 2026 Open access

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Authors: Morgan Jones, James Anderson
DOI: 10.24433/co.0886539.v1
Cited by: 0

Abstract

This repository contains MATLAB code for benchmarking randomized algorithms for projecting real symmetric matrices onto the Positive Semidefinite (PSD) cone using Randomized Numerical Linear Algebra (RNLA). The implementation accompanies the paper: Approximate Projections onto the Positive Semidefinite Cone Using Randomization https://arxiv.org/pdf/2410.19208

Fields of Study & Subjects

Matrix Theory and Algorithms Advanced Optimization Algorithms Research Sparse and Compressive Sensing Techniques

Publication details

Journal / source
Code Ocean
Publication date
1 January 2026
Language
EN