@article{doi:10.1137/120872516, author = {Saunderson, J. and Chandrasekaran, V. and Parrilo, P. and Willsky, A.}, title = {Diagonal and Low-Rank Matrix Decompositions, Correlation Matrices, and Ellipsoid Fitting}, journal = {SIAM Journal on Matrix Analysis and Applications}, volume = {33}, number = {4}, pages = {1395-1416}, year = {2012}, doi = {10.1137/120872516}, URL = {http://epubs.siam.org/doi/abs/10.1137/120872516}, eprint = {http://epubs.siam.org/doi/pdf/10.1137/120872516} }