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Jun 5 '15 at 9:47 history edited Arnold Neumaier CC BY-SA 3.0
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Jun 5 '15 at 2:40 comment added Fei Zhu Embarrassed to admit that I didn't fully understand your answer. My background is computer engineering and I only scratch the surface of numerical computing. If I'm interpreting it correctly, did you mean solving for $\mathbf{L}$ and $\mathbf{R}$ instead of solving for $\mathbf{A}$? The determinants of the factored matrices may be trivially to compute, while would the gradients still involve matrix inverse? Is this solution a commonplace strategy? If so, could you please provide some references (e.g. papers) so that I can figure it out by reading the papers.
Jun 4 '15 at 15:46 history answered Arnold Neumaier CC BY-SA 3.0