Left vs, right representations for solving weighted low-rank approximation problems
type: Item
instance of: scholarly article
title: Left vs, right representations for solving weighted low-rank approximation problems
zbMATH Open document ID: 1115.65047
author: Ivan Markovsky
author: Sabine Van Huffel
published in: Linear Algebra and its Applications
publication date: 2007-04-10T00:00:00Z
review text: The weighted low-rank approximation problem in general has no analytical solution in terms of the singular value decomposition and is solved numerically using optimization methods. The paper presents four representations of the rank constraint that turn the abstract problem formulation into a parameter optimization problem. The parameter optimization problem is partially solved analytically, which results in an equivalent quadratically constrained problem.
reviewed by: Răzvan Răducanu
Mathematics Subject Classification ID: 65F30
Mathematics Subject Classification ID: 65F20
zbMATH DE Number: 5141633
zbMATH Keywords: weighted low rank approximation
zbMATH Keywords: total least squares
zbMATH Keywords: parameter optimization
zbMATH Keywords: singular value decomposition
describes a project that uses: VanHuffel
MaRDI profile type: Publication
full work available at URL: j.laa.2006.11.012
OpenAlex ID: W2110674929
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DOI: 10.1016/J.LAA.2006.11.012
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description: scientific article; zbMATH DE number 5141633