Optimal regularized low rank inverse approximation

DOI10.1016/j.laa.2014.07.024zbMath1307.65048OpenAlexW1984000056MaRDI QIDQ2512812

Dianne P. O'Leary, Julianne Chung, Matthias Chung

Publication date: 30 January 2015

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2014.07.024

zbMATH Keywords

regularizationinverse problemsTikhonov regularizationill-posed problemstruncated singular value decompositionmatrix inverselow rank approximationEckart-Young theoremapproximate pseudoinverse

Mathematics Subject Classification ID

Ill-posedness and regularization problems in numerical linear algebra (65F22) Theory of matrix inversion and generalized inverses (15A09)

Related Items

Geometrical inverse matrix approximation for least-squares problems and acceleration strategies, Optimal Low-rank Approximations of Bayesian Linear Inverse Problems, Goal-Oriented Optimal Approximations of Bayesian Linear Inverse Problems, Effective implementation to reduce execution time of a low-rank matrix approximation problem, Geometrical inverse preconditioning for symmetric positive definite matrices, Regularized Computation of Approximate Pseudoinverse of Large Matrices Using Low-Rank Tensor Train Decompositions, Optimal Regularized Inverse Matrices for Inverse Problems

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