Rank constrained matrix best approximation problem with respect to (skew) Hermitian matrices.
Xifu LiuWen LiHongxing WangPublished in: J. Comput. Appl. Math. (2017)
Keyphrases
- singular values
- singular vectors
- singular value decomposition
- low rank approximation
- matrix decomposition
- frobenius norm
- square matrices
- low rank
- matrix completion
- low rank matrix approximation
- matrix representation
- reconstruction error
- null space
- projection matrices
- linear algebra
- eigenvalues and eigenvectors
- approximation methods
- coefficient matrix
- block diagonal
- positive definite
- sparse matrices
- kullback leibler divergence
- negative matrix factorization
- eigendecomposition
- correlation matrix
- least squares
- data matrix
- approximation error
- fundamental matrix
- approximation algorithms
- error bounds
- missing data