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Generalized low rank approximations of matrices. (English) Zbl 1087.65043
The author describes a novel approach to evaluate the expensive computation of the singular value decompositions for the low rank approximations of matrices. The problem is formulated as an optimization one, which approximates a collection of matrices with matrices of lower rank. An iterative algorithm is derived in this sense and a performance study presented.

MSC:
65F30 Other matrix algorithms (MSC2010)
65F20 Numerical solutions to overdetermined systems, pseudoinverses
Software:
AR face; CMU PIE
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