Generalized low rank approximations of matrices (Q5896779)

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scientific article; zbMATH DE number 5005178
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Generalized low rank approximations of matrices
scientific article; zbMATH DE number 5005178

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    Generalized low rank approximations of matrices (English)
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    8 February 2006
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    The author describes a novel approach to evaluate the expensive computation of the singular value decompositions for the low rank approximations of matrices. The problem is formulated as an optimization one, which approximates a collection of matrices with matrices of lower rank. An iterative algorithm is derived in this sense and a performance study presented.
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    singular value decomposition
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    reconstruction error
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    classification
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    low rank approximations of matrices
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    iterative algorithm
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