Novel alternating update method for low rank approximation of structured matrices

DOI10.1016/j.apnum.2017.07.001zbMath1372.65195OpenAlexW2736203530MaRDI QIDQ2402571

Jianchao Bai, Ping-Fan Dai, Ji-Cheng Li

Publication date: 8 September 2017

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apnum.2017.07.001

zbMATH Keywords

convergencesystem identificationvariational inequalitynumerical examplesleast squares problemlow rank approximationstructured matrixalternating update method

Mathematics Subject Classification ID

Variational inequalities (49J40) System identification (93B30) Numerical methods for variational inequalities and related problems (65K15)

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