Low-Rank Updates of Matrix Functions II: Rational Krylov Methods.

Bernhard Beckermann Alice Cortinovis Daniel Kressner Marcel Schweitzer

Published in: SIAM J. Numer. Anal. (2021)

Keyphrases

low rank
singular value decomposition
convex optimization
matrix factorization
low rank matrix
factorization methods
matrix completion
small number
matrix decomposition
rank minimization
nuclear norm
low rank representation
data mining
linear combination
high order
robust principal component analysis