Implementation improvements and extensions of an ODE-based algorithm for structured low-rank approximation

DOI10.1007/S10092-024-00623-YMaRDI QIDQ6661007FDOQ6661007

Ivan Markovsky, Konstantin Usevich, Antonio Fazzi

Publication date: 10 January 2025

Published in: Calcolo (Search for Journal in Brave)

zbMATH Keywords

numerical optimizationstructured low-rank approximationmatrix nearness problemsODEs integration

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Numerical methods for initial value problems involving ordinary differential equations (65L05) Numerical methods for low-rank matrix approximation; matrix compression (65F55)

Cites Work

• Finding structure with randomness: Probabilistic algorithms for constructing approximate matrix decompositions
• Variable projection for affinely structured low-rank approximation in weighted \(2\)-norms
• Exact and Approximate Modeling of Linear Systems
• Computation- and space-efficient implementation of SSA
• Low-rank approximation. Algorithms, implementation, applications
• Variable projection methods for approximate (greatest) common divisor computations
• An ODE-based method for computing the approximate greatest common divisor of polynomials
• Iterative computation of the smallest singular value and the corresponding singular vectors of a matrix.
• Factorization Approach to Structured Low-Rank Approximation with Applications
• A gradient system approach for Hankel structured low-rank approximation
• Generalized algorithms for the approximate matrix polynomial GCD of reducing data uncertainties with application to MIMO system and control
• An ODE-Based Method for Computing the Distance of Coprime Polynomials to Common Divisibility

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