swMATH11262MaRDI QIDQ23208FDOQ23208
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Official website: https://github.com/slra/slra
Source code repository: https://github.com/slra/slra
Cited In (32)
- Rank constrained matrix best approximation problem
- Optimization on a Grassmann manifold with application to system identification
- Singular Spectrum Analysis with R
- Low rank approximation. Algorithms, implementation, applications
- A convex relaxation to compute the nearest structured rank deficient matrix
- Reduction of nonlinear embedded boundary models for problems with evolving interfaces
- Variable projection methods for approximate (greatest) common divisor computations
- Minimum rank positive semidefinite solution to the matrix approximation problem in the spectral norm
- An ODE-based method for computing the approximate greatest common divisor of polynomials
- Realization and identification of autonomous linear periodically time-varying systems
- SDLS
- GPGCD
- Daisy
- Noweb
- BioSSA
- TSDL
- IDENT
- TEASER++
- Minimum rank Hermitian solution to the matrix approximation problem in the spectral norm and its application
- SE-Sync
- Cadzow denoising upgraded: a new projection method for the recovery of Dirac pulses from noisy linear measurements
- Variable projection for affinely structured low-rank approximation in weighted \(2\)-norms
- A hybrid penalty method for a class of optimization problems with multiple rank constraints
- Factorization approach to structured low-rank approximation with applications
- Software for weighted structured low-rank approximation
- Stochastic algorithms for solving structured low-rank matrix approximation problems
- Rank constrained matrix best approximation problem with respect to (skew) Hermitian matrices
- 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
- Rank-constrained optimization and its applications
- Blind deconvolution of covariance matrix inverses for autoregressive processes
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