Convergence of a Low-Rank Lie-Trotter Splitting for Stiff Matrix Differential Equations.
Alexander OstermannChiara PiazzolaHanna WalachPublished in: SIAM J. Numer. Anal. (2019)
Keyphrases
- low rank
- differential equations
- low rank matrix
- singular value decomposition
- numerical solution
- matrix decomposition
- linear combination
- missing data
- matrix completion
- dynamical systems
- matrix factorization
- convex optimization
- rank minimization
- factorization methods
- high order
- kernel matrix
- semi supervised
- trace norm
- singular values
- ordinary differential equations
- data matrix
- high dimensional data
- low rank matrices
- low rank approximation
- convergence rate
- binary matrix
- affinity matrix
- partial differential equations
- higher order
- neural network
- robust principal component analysis
- least squares
- multiresolution