An Efficient Gauss--Newton Algorithm for Symmetric Low-Rank Product Matrix Approximations
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Publication:5502244
DOI10.1137/140971464zbMath1321.65060OpenAlexW1060999305MaRDI QIDQ5502244
Xin Liu, ZaiWen Wen, Yin Zhang
Publication date: 18 August 2015
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/140971464
algorithmglobal convergencesingular value decompositionmatrix completionprincipal component analysisnumerical experimentsKrylov subspace methodseigenvalue decompositionGauss-Newton methods\(Q\)-linear convergence ratelow-rank product matrix approximation
Image analysis in multivariate analysis (62H35) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Iterative numerical methods for linear systems (65F10) Matrix completion problems (15A83)
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