A low-rank solution method for Riccati equations with indefinite quadratic terms.

Peter Benner Jan Heiland Steffen W. R. Werner

Published in: Numer. Algorithms (2023)

Keyphrases

low rank
missing data
rank minimization
high order
least squares
convex optimization
quadratic programming
matrix completion
neural network
data mining
input data
matrix factorization
approximation methods