The Chebyshev approximation of a rectangular matrix by matrices of smaller rank as the limit of \(\ell_p\)-approximation (Q1067136)

One considers the \(\ell_p\)-approximations \(Z_p\) and the Chebyshev approximations \(Z_{\infty}\) of a rectangular real matrix \(A\) by matrices of rank \(\le r\), where \(r\) is fixed and smaller than rank 4. It is proved that if \(1<p<\infty\) then every \(\ell_p\)-approximation \(Z_p\) has rank \(r\). However, the Chebyshev approximation \(Z_{\infty}\) may have rank smaller than \(r\), but there always exists \(Z_{\infty}\) such that \(\text{rank}(Z_{\infty})=r\). The properties of a cluster point of the sequence \(\{Z_p\}\) (p\(\to \infty)\) are investigated. One shows that a cluster point \(Z_*\) of \(\{Z_p\}\) is a Chebyshev approximation and if \(\text{rank}(Z_*)=r\) then \(Z_*\) satisfies condition RC. Similar properties of the stationary points of problems connected with these approximations are studied.