Factorization approach to structured low-rank approximation with applications
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Publication:2936593
DOI10.1137/130931655zbMATH Open1305.65131arXiv1308.1827OpenAlexW2963980665MaRDI QIDQ2936593FDOQ2936593
Authors: Mariya Ishteva, Konstantin Usevich, Ivan Markovsky 
Publication date: 17 December 2014
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Abstract: We consider the problem of approximating an affinely structured matrix, for example a Hankel matrix, by a low-rank matrix with the same structure. This problem occurs in system identification, signal processing and computer algebra, among others. We impose the low-rank by modeling the approximation as a product of two factors with reduced dimension. The structure of the low-rank model is enforced by introducing a penalty term in the objective function. The proposed local optimization algorithm is able to solve the weighted structured low-rank approximation problem, as well as to deal with the cases of missing or fixed elements. In contrast to approaches based on kernel representations (in linear algebraic sense), the proposed algorithm is designed to address the case of small targeted rank. We compare it to existing approaches on numerical examples of system identification, approximate greatest common divisor problem, and symmetric tensor decomposition and demonstrate its consistently good performance.
Full work available at URL: https://arxiv.org/abs/1308.1827
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missing datanumerical exampleslow-rank approximationsystem identificationpenalty methodoptimization algorithmaffine structureapproximate greatest common divisorsymmetric tensor decomposition
Cited In (30)
- New Characterization of the Factor Refinement Algorithm with Applications
- Rank-deficient spectral factorization and wavelets completion problem
- Optimal rank-1 Hankel approximation of matrices: Frobenius norm and spectral norm and Cadzow's algorithm
- Low Rank Approximation of a Sparse Matrix Based on LU Factorization with Column and Row Tournament Pivoting
- Structured low-rank approximation: optimization on matrix manifold approach
- Computation of the nearest non-prime polynomial matrix: structured low-rank approximation approach
- Best Low-rank Approximations and Kolmogorov $n$-widths
- Structural identifiability in low-rank matrix factorization
- A quadratically convergent algorithm for structured low-rank approximation
- Variable projection methods for approximate (greatest) common divisor computations
- Nonlinearly structured low-rank approximation
- Randomized Projection for Rank-Revealing Matrix Factorizations and Low-Rank Approximations
- Structured Matrix Approximations via Tensor Decompositions
- Structured low-rank approximation and its applications
- A combinatorial approach to \(L_1\)-matrix factorization
- Novel alternating update method for low rank approximation of structured matrices
- Pivoting strategy for rank-one modification of \(LDM^ t\)-like factorization
- Structural Identifiability in Low-Rank Matrix Factorization
- Implementation improvements and extensions of an ODE-based algorithm for structured low-rank approximation
- Variable projection for affinely structured low-rank approximation in weighted \(2\)-norms
- Structured weighted low rank approximation
- A hybrid penalty method for a class of optimization problems with multiple rank constraints
- Approximate low-rank factorization with structured factors
- A gradient system approach for Hankel structured low-rank approximation
- Fixed-point algorithms for frequency estimation and structured low rank approximation
- Fast separable factorization and applications
- Software for weighted structured low-rank approximation
- Structured low-rank approximation with missing data
- Optimal approximation with exponential sums by a maximum likelihood modification of Prony's method
- An ODE-Based Method for Computing the Distance of Coprime Polynomials to Common Divisibility
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