Grassmann algorithms for low rank approximation of matrices with missing values

DOI10.1007/S10543-010-0253-9MaRDI QIDQ2379362zbMATH OpenOpenAlexFDO

Authors Lennart Simonsson, Lars Eldén

Publication date 19 March 2010

Published in BIT (Search for Journal in Brave)

Full work available at URL http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-54404

zbMATH Keywords

Grassmann manifoldJacobi-Davidson methodleast squareslow rank approximation of matricesmissing elementsNewton's algorithmnumerical examplessingular value decomposition

Mathematics Subject Classification ID

Matrix completion problems (15A83) Numerical solutions to overdetermined systems, pseudoinverses (65F20)

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Cites work

• A Geometric Newton Method for Oja's Vector Field
• A Jacobi--Davidson type SVD method
• Adaptive eigenvalue computations using Newton's method on the Grassmann manifold
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• Optimization algorithms exploiting unitary constraints
• Optimization and dynamical systems
• Templates for the Solution of Algebraic Eigenvalue Problems
• The elements of statistical learning. Data mining, inference, and prediction
• The Geometry of Algorithms with Orthogonality Constraints
• The geometry of weighted low-rank approximations

Cited in

(7)

• Two Newton methods on the manifold of fixed-rank matrices endowed with Riemannian quotient geometries
• Fixed-rank matrix factorizations and Riemannian low-rank optimization
• Robust principal component pursuit via inexact alternating minimization on matrix manifolds
• Algorithms and Literate Programs for Weighted Low-Rank Approximation with Missing Data
• The Solution to a Structured Matrix Approximation Problem Using GrassmanCoordinates
• An efficient Gauss-Newton algorithm for symmetric low-rank product matrix approximations
• On the Wiberg algorithm for matrix factorization in the presence of missing components

Describes a project that uses

Uses Software

• JDQR
• NewtonLib
• JDQZ
• ElemStatLearn

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