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The computational problem of determining the projection of a given symmetric matrix onto the subspace of symmetric matrices that have a fixed sparsity pattern is considered. This projection is performed with respect to a weighted Frobenius norm involving a metric that is not diagonal. It is shown that the solution to this question is computationally feasible when the metric appearing in the norm is a low rank modification to the identity. Also, generalization to perturbations of higher rank is shown to be increasingly costly in terms of computation.
|Number of pages||5|
|Publication status||Published - 1 Jan 1983|