Truncated Singular Value Decomposition Solutions to Discrete Ill-Posed Problems with Ill-Determined Numerical Rank.
Per Christian HansenPublished in: SIAM J. Sci. Comput. (1990)
Keyphrases
- singular value decomposition
- singular values
- low rank approximation
- least squares
- low rank
- principal component analysis
- latent semantic indexing
- latent semantic analysis
- dimensionality reduction
- singular vectors
- dimension reduction
- data matrix
- reconstruction error
- machine learning
- linear combination
- null space
- correlation matrix
- low rank matrix
- log log
- qr decomposition