On the low-rank approximation arising in the generalized Karhunen-Loeve transform (Q370011): Difference between revisions
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Summary: We consider the low-rank approximation problem arising in the generalized Karhunen-Loeve transform. A sufficient condition for the existence of a solution is derived, and the analytical expression of the solution is given. A numerical algorithm is proposed to compute the solution. The new algorithm is illustrated by numerical experiments. | |||
| Property / review text: Summary: We consider the low-rank approximation problem arising in the generalized Karhunen-Loeve transform. A sufficient condition for the existence of a solution is derived, and the analytical expression of the solution is given. A numerical algorithm is proposed to compute the solution. The new algorithm is illustrated by numerical experiments. / rank | |||
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| Property / Mathematics Subject Classification ID: 94A12 / rank | |||
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| Property / Mathematics Subject Classification ID: 65K10 / rank | |||
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| Property / Mathematics Subject Classification ID: 65F15 / rank | |||
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| Property / zbMATH DE Number: 6209334 / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL: https://doi.org/10.1155/2013/528281 / rank | |||
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| Property / OpenAlex ID: W2115498362 / rank | |||
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| Property / Wikidata QID: Q58917022 / rank | |||
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Latest revision as of 09:12, 2 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the low-rank approximation arising in the generalized Karhunen-Loeve transform |
scientific article |
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On the low-rank approximation arising in the generalized Karhunen-Loeve transform (English)
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19 September 2013
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Summary: We consider the low-rank approximation problem arising in the generalized Karhunen-Loeve transform. A sufficient condition for the existence of a solution is derived, and the analytical expression of the solution is given. A numerical algorithm is proposed to compute the solution. The new algorithm is illustrated by numerical experiments.
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