Left vs, right representations for solving weighted low-rank approximation problems

DOI10.1016/j.laa.2006.11.012zbMath1115.65047OpenAlexW2110674929MaRDI QIDQ875007

Ivan Markovsky, Sabine Van Huffel

Publication date: 10 April 2007

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

Full work available at URL: https://doi.org/10.1016/j.laa.2006.11.012

zbMATH Keywords

singular value decompositiontotal least squaresparameter optimizationweighted low rank approximation

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20)

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Uses Software

• VanHuffel

Cites Work

• The element-wise weighted total least-squares problem
• Structured total least squares and \(L_ 2\) approximation problems
• Exact and Approximate Modeling of Linear Systems
• Analysis and Solution of the Nongeneric Total Least Squares Problem
• Lower Rank Approximation of Matrices by Least Squares with Any Choice of Weights
• The geometry of weighted low-rank approximations
• Core Problems in Linear Algebraic Systems
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