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On matrix approximation problems with Ky Fan \(k\) norms
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    On matrix approximation problems with Ky Fan \(k\) norms (English)
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    11 July 1994
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    The author derives a characterization of the subdifferential for a class of orthogonally invariant norms known as Ky Fan \(k\) norms, which include as special cases the spectral norm and the trace norm. This analysis leads to a consideration of efficient algorithms.
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    matrix approximation
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    Ky Fan \(k\) norms
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    subdifferential
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    spectral norm
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    trace norm
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    efficient algorithms
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