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

DOI10.1007/S10092-024-00623-YMaRDI QIDQ6661007FDO

Authors Antonio Fazzi, Ivan Markovsky, Konstantin Usevich

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)

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Cites work

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

Cited in

(1)

• Stabilization of a matrix via a low-rank-adaptive ODE

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