Left vs, right representations for solving weighted low-rank approximation problems

DOI10.1016/J.LAA.2006.11.012zbMath1115.65047OpenAlexW2110674929MaRDI QIDQ875007

Ivan Markovsky, Sabine Van Huffel

Publication date: 10 April 2007

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2006.11.012

zbMATH Keywords

singular value decompositiontotal least squaresparameter optimizationweighted low rank approximation

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20)

Related Items (6)

Optimal thermal actuation for mirror temperature control ⋮ Novel alternating update method for low rank approximation of structured matrices ⋮ On the low-rank approximation arising in the generalized Karhunen-Loeve transform ⋮ Rank-constrained optimization and its applications ⋮ Structured low-rank approximation and its applications ⋮ Approximate low-rank factorization with structured factors

Uses Software

• VanHuffel

Cites Work

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• The element-wise weighted total least-squares problem
• Structured total least squares and \(L_ 2\) approximation problems
• Exact and Approximate Modeling of Linear Systems
• Analysis and Solution of the Nongeneric Total Least Squares Problem
• Lower Rank Approximation of Matrices by Least Squares with Any Choice of Weights
• The geometry of weighted low-rank approximations
• Core Problems in Linear Algebraic Systems

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