Low-rank updates of matrix functions II: Rational Krylov methods.

Bernhard Beckermann Alice Cortinovis Daniel Kressner Marcel Schweitzer

Published in: CoRR (2020)

Keyphrases

low rank
matrix factorization
linear combination
singular value decomposition
higher order
high dimensional data
low rank approximation
low rank matrix
factorization methods
convex optimization
singular values
trace norm
matrix decomposition
rank minimization