Variable projection for affinely structured low-rank approximation in weighted \(2\)-norms

DOI10.1016/j.cam.2013.04.034zbMath1294.65063arXiv1211.3938OpenAlexW2113927471MaRDI QIDQ2253087

Ivan Markovsky, Konstantin Usevich

Publication date: 25 July 2014

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1211.3938

zbMATH Keywords

algorithmcomputational complexityoptimization problemstructured low-rank approximationvariable projectionfixed elementsmosaic Hankel matricesweighted 2-norm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Complexity and performance of numerical algorithms (65Y20) Toeplitz, Cauchy, and related matrices (15B05)

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Uses Software

• SLRA

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