Low-rank matrix approximation in the infinity norm

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Publication:2273885



Abstract: The low-rank matrix approximation problem with respect to the entry-wise ellinfty-norm is the following: given a matrix M and a factorization rank r, find a matrix X whose rank is at most r and that minimizes maxi,j|Mij−Xij|. In this paper, we prove that the decision variant of this problem for r=1 is NP-complete using a reduction from the problem `not all equal 3SAT'. We also analyze several cases when the problem can be solved in polynomial time, and propose a simple practical heuristic algorithm which we apply on the problem of the recovery of a quantized low-rank matrix.


The authors investigate the \(\ell_\infty\) LRA problem: ``given a matrix \(M\) and a factorization rank \(r\), find a matrix \(X\) whose rank is at most \(r\) and that minimizes \(\max_{i,j}|M_{ij} - X_{ij}|\). They are mostly concerned with the case \(r = 1\). Their main results are: 1) if the sign pattern of \(X\) is known, then the decision version of rank-one \(\ell_\infty\) LRA can be solved in polynomial time by finding a solution to a system of linear inequalities; 2) the rank-one \(\ell_\infty\) LRA is NP-complete. The authors also propose a simple heuristic algorithm.





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