A new approximation of the matrix rank function and its application to matrix rank minimization (Q481777)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new approximation of the matrix rank function and its application to matrix rank minimization |
scientific article |
Statements
A new approximation of the matrix rank function and its application to matrix rank minimization (English)
0 references
15 December 2014
0 references
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.
0 references
matrix rank minimization
0 references
approximation function
0 references
projected gradient method
0 references
successive projected gradient method
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
