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Left vs, right representations for solving weighted low-rank approximation problems. (English) Zbl 1115.65047
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.

65F30Other matrix algorithms
65F20Overdetermined systems, pseudoinverses (numerical linear algebra)
Full Text: DOI
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