Low rank differential equations for Hamiltonian matrix nearness problems.
Nicola GuglielmiDaniel KressnerChristian LubichPublished 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