New estimates for the recursive low-rank truncation of block-structured matrices (Q2634610)
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English | New estimates for the recursive low-rank truncation of block-structured matrices |
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New estimates for the recursive low-rank truncation of block-structured matrices (English)
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17 February 2016
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The author describes a cheap algorithm for the best approximation of a given matrix by a low-rank one. The algorithm uses a recursive truncation and is an obvious divide and conquer method, based on the QR and SVD decomposition.
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low-rank truncation
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singular value decomposition
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block decomposition
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recursive truncation
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