Block-row Hankel weighted low rank approximation

DOI10.1002/NLA.459MaRDI QIDQ3618038zbMATH OpenOpenAlexFDO

Authors M. Schuermans, Philippe Lemmerling, Sabine Van Huffel

Publication date 31 March 2009

Published in Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/nla.459

zbMATH Keywords

algorithmHankel matriceslow rank approximation approachrank reductionstructured matricesunconstrained optimizationweighted norm

Mathematics Subject Classification ID

Vector spaces, linear dependence, rank, lineability (15A03) Numerical mathematical programming methods (65K05) Quadratic programming (90C20)

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Cited in

(6)

• Subspace like identification incorporating prior information
• Optimal rank-1 Hankel approximation of matrices: Frobenius norm and spectral norm and Cadzow's algorithm
• Variable projection for affinely structured low-rank approximation in weighted \(2\)-norms
• A class of weighted low rank approximation of the positive semidefinite Hankel matrix
• On the low-rank approximation arising in the generalized Karhunen-Loeve transform
• Computational Science and Its Applications – ICCSA 2004

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