Left vs, right representations for solving weighted low-rank approximation problems
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The weighted low-rank approximation problem in general has no analytical solution in terms of the singular value decomposition and is solved numerically using optimization methods. The paper presents four representations of the rank constraint that turn the abstract problem formulation into a parameter optimization problem. The parameter optimization problem is partially solved analytically, which results in an equivalent quadratically constrained problem.
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Cites work
- Analysis and Solution of the Nongeneric Total Least Squares Problem
- Core Problems in Linear Algebraic Systems
- Exact and Approximate Modeling of Linear Systems
- scientific article; zbMATH DE number 51511 (Why is no real title available?)
- scientific article; zbMATH DE number 741107 (Why is no real title available?)
- scientific article; zbMATH DE number 1748542 (Why is no real title available?)
- Lower Rank Approximation of Matrices by Least Squares with Any Choice of Weights
- Structured total least squares and \(L_ 2\) approximation problems
- The element-wise weighted total least-squares problem
- The geometry of weighted low-rank approximations
Cited in
(8)- Low phase-rank approximation
- Optimal thermal actuation for mirror temperature control
- Novel alternating update method for low rank approximation of structured matrices
- Rank-constrained optimization and its applications
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- Approximate low-rank factorization with structured factors
- On the low-rank approximation arising in the generalized Karhunen-Loeve transform
- Computational Science and Its Applications – ICCSA 2004
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