Low-rank plus diagonal approximations for Riccati-like matrix differential equations.
Silvère BonnabelMarc LambertFrancis R. BachPublished in: CoRR (2024)
Keyphrases
- differential equations
- low rank
- difference equations
- singular value decomposition
- low rank matrix
- numerical methods
- linear combination
- convex optimization
- rank minimization
- matrix factorization
- missing data
- matrix completion
- matrix decomposition
- semi supervised
- trace norm
- dynamical systems
- low rank matrices
- factorization methods
- numerical solution
- kernel matrix
- high order
- high dimensional data
- singular values
- data matrix
- covariance matrix
- robust principal component analysis
- partial differential equations
- approximation methods
- low rank approximation
- multiscale
- low dimensional
- low rank and sparse
- nonnegative matrix factorization
- small number