Variable projection for affinely structured low-rank approximation in weighted 2-norms
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Publication:2253087
Abstract: The structured low-rank approximation problem for general affine structures, weighted 2-norms and fixed elements is considered. The variable projection principle is used to reduce the dimensionality of the optimization problem. Algorithms for evaluation of the cost function, the gradient and an approximation of the Hessian are developed. For mosaic Hankel matrices the algorithms have complexity .
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Cited in
(21)- Optimal rank-1 Hankel approximation of matrices: Frobenius norm and spectral norm and Cadzow's algorithm
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