Generalized rank-constrained matrix approximations

2006/03/29 by Shmuel Friedland, Friedland, Shmuel, Anatoli Torokhti +1 · 1 citation
Computer Science · Mathematics · #Matrix Theory and Algorithms #Tensor decomposition and applications #Statistical and numerical algorithms

paper · pdf · doi:10.48550/arxiv.math/0603674

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.

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