v2009.01.01 - Convex Optimization

499
H
S N h
0
EDM N
K = S N h ∩ R N×N
+
Figure 129: Pseudo-Venn diagram from Figure 128 showing elbow placed
in path of projection of H on EDM N ⊂ S N h by an optimization problem
demanding nonnegative input matrix H . The first two line segments
leading away from H result from correct order-of-projection required to
provide nonnegative H prior to optimization. Were H nonnegative, then its
projection on S N h would instead belong to K ; making the elbow disappear.
(confer Figure 141)