On the low-rank approximation arising in the generalized Karhunen-Loeve transform (Q370011): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
| Property / author | |||
| Property / author: Xue-Feng Duan / rank | |||
Normal rank | |||
| 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. | |||
| 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 | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 94A12 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 65K10 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 65F15 / rank | |||
Normal rank | |||
| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6209334 / rank | |||
Normal rank | |||
Revision as of 13:35, 28 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the low-rank approximation arising in the generalized Karhunen-Loeve transform |
scientific article |
Statements
On the low-rank approximation arising in the generalized Karhunen-Loeve transform (English)
0 references
19 September 2013
0 references
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.
0 references
