Nonlinear multigrid for the solution of large-scale Riccati equations in low-rank and ℋ-matrix format.
Lars GrasedyckPublished in: Numer. Linear Algebra Appl. (2008)
Keyphrases
- low rank
- sparse linear
- missing data
- linear combination
- low rank matrix
- convex optimization
- high order
- matrix factorization
- rank minimization
- linear equations
- matrix decomposition
- matrix completion
- singular value decomposition
- trace norm
- linear systems
- kernel matrix
- high dimensional data
- hamilton jacobi
- singular values
- data matrix
- semi supervised
- factorization methods
- low rank matrices
- affinity matrix
- frobenius norm
- sparse matrix
- differential equations
- minimization problems
- partial differential equations
- collaborative filtering
- multiscale
- data sets
- approximation methods
- principal component analysis
- kernel matrices
- multiresolution
- similarity measure
- face recognition
- image sequences
- gauss seidel