Structured weighted low rank approximation

DOI10.1002/NLA.362MaRDI QIDQ3412447zbMATH OpenOpenAlexFDO

Authors M. Schuermans, Philippe Lemmerling, Sabine Van Huffel

Publication date 6 December 2006

Published in Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/nla.362

zbMATH Keywords

rank reductionstructured matricesweighted norm

Mathematics Subject Classification ID

Basic linear algebra (15A99) Estimation in multivariate analysis (62H12) Least squares and related methods for stochastic control systems (93E24)

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Cited in

(12)

• Iterative algorithms for weighted and unweighted finite-rank time-series approximations
• Variable projection for affinely structured low-rank approximation in weighted \(2\)-norms
• Software for weighted structured low-rank approximation
• Averaging operators for exponential splittings
• Novel alternating update method for low rank approximation of structured matrices
• Weighted norms in subspace-based methods for time series analysis.
• A class of weighted low rank approximation of the positive semidefinite Hankel matrix
• Block-row Hankel weighted low rank approximation
• Exact solutions in structured low-rank approximation
• High-performance numerical algorithms and software for structured total least squares
• Left vs, right representations for solving weighted low-rank approximation problems
• Stochastic algorithms for solving structured low-rank matrix approximation problems

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