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An Efficient Gauss--Newton Algorithm for Symmetric Low-Rank Product Matrix Approximations - MaRDI portal

An Efficient Gauss--Newton Algorithm for Symmetric Low-Rank Product Matrix Approximations (Q5502244)

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scientific article; zbMATH DE number 6473279
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An Efficient Gauss--Newton Algorithm for Symmetric Low-Rank Product Matrix Approximations
scientific article; zbMATH DE number 6473279

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    An Efficient Gauss--Newton Algorithm for Symmetric Low-Rank Product Matrix Approximations (English)
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    18 August 2015
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    eigenvalue decomposition
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    singular value decomposition
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    low-rank product matrix approximation
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    Gauss-Newton methods
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    global convergence
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    \(Q\)-linear convergence rate
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    algorithm
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    numerical experiments
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    matrix completion
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    principal component analysis
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    Krylov subspace methods
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