A Schur Method for Low-Rank Matrix Approximation

DOI10.1137/S0895479893261340MaRDI QIDQ4870627zbMATH OpenOpenAlexFDO

Authors Alle-Jan van der Veen

Publication date 27 March 1996

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0895479893261340

zbMATH Keywords

generalized Schur-type algorithmlow-rank approximant of a matrixQR factorizationrank revealing factorizationssingular value decompositionsubspace estimationtruncated SVD approximation

Mathematics Subject Classification ID

Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Linear operator approximation theory (47A58) Numerical computation of matrix norms, conditioning, scaling (65F35)

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Cited in

(19)

• Approximation of linear operators in the 2-norm
• Computation of approximate polynomial GCDs and an extension
• Structured low rank approximation
• A cross-product approach for low-rank approximations of large matrices
• ALORA: affine low-rank approximations
• Novel alternating update method for low rank approximation of structured matrices
• Indefinite QR factorization
• A way for low ranking matrices and its stochastic computations using Monte Carlo method
• New estimates for the recursive low-rank truncation of block-structured matrices
• Structure and perturbation analysis of truncated SVDs for column-partitioned matrices
• On the low-rank approximation by the pivoted Cholesky decomposition
• scientific article; zbMATH DE number 741152 (Why is no real title available?)
• Low-Rank Matrix Approximation Using the Lanczos Bidiagonalization Process with Applications
• On the Compression of Low Rank Matrices
• scientific article; zbMATH DE number 970009 (Why is no real title available?)
• Block classical Gram–Schmidt-based block updating in low-rank matrix approximation
• A compact heart iteration for low-rank approximations of large matrices
• Optimal approximation of a large matrix by a sum of projected linear mappings on prescribed subspaces
• A minimum norm approach for low-rank approximations of a matrix

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