A new approximation of the matrix rank function and its application to matrix rank minimization (Q481777)
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scientific article; zbMATH DE number 6380446
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| English | A new approximation of the matrix rank function and its application to matrix rank minimization |
scientific article; zbMATH DE number 6380446 |
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A new approximation of the matrix rank function and its application to matrix rank minimization (English)
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15 December 2014
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The author considers the NP-hard matrix rank minimization problem which has a variety of applications, eg in control, signal processing and system identification. New approximation functions are introduced which have general properties of generic approximation functions, eg controllability of accuracy. A corresponding numerical method is designed and illustrating numerical results are presented.
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matrix rank minimization
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approximation function
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projected gradient method
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successive projected gradient method
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0.8183789253234863
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0.7883835434913635
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0.7666966915130615
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0.7655650973320007
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0.7612173557281494
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