English

Generalized rank-constrained matrix approximations

Optimization and Control 2007-05-23 v1 Numerical Analysis

Abstract

In this paper we give an explicit solution to the rank constrained matrix approximation in Frobenius norm, which is a generalization of the classical approximation of an m by n matrix A by a matrix of rank k at most.

Keywords

Cite

@article{arxiv.math/0603674,
  title  = {Generalized rank-constrained matrix approximations},
  author = {Shmuel Friedland and Anatoli Torokhti},
  journal= {arXiv preprint arXiv:math/0603674},
  year   = {2007}
}

Comments

4 pages