Regression on fixed-rank positive semidefinite matrices: a Riemannian approach

Gilles Meyer Silvère Bonnabel Rodolphe Sepulchre Regression on fixed-rank positive semidefinite matrices: a Riemannian approach http://arxiv.org/abs/1006.1288 2010 CoRR abs/1006.1288 db/journals/corr/corr1006.html#abs-1006-1288