Low rank differential equations for Hamiltonian matrix nearness problems.

Nicola Guglielmi Daniel Kressner Christian Lubich

Published in: Numerische Mathematik (2015)

Keyphrases

robust principal component analysis
low rank
differential equations
matrix completion
rank minimization
convex optimization
low rank and sparse
missing data

singular value decomposition
linear combination
low rank matrix
matrix factorization
minimization problems
matrix decomposition
high order

high dimensional data
data matrix
semi supervised
factorization methods
dynamical systems
low rank matrices
convex relaxation

low rank approximation
singular values
trace norm
affinity matrix
neural network
higher order
wavelet transform