This paper concerns with the problem of approximating a target matrix with a matrix of lower rank with respect to a weighted norm. Weighted norms can arise in several situations: when some of the entries of the matrix are not observed or need not to be treated equally. A gradient flow approach for solving weighted low rank approximation problems is provided. This approach allows the treatment of both real and complex matrices and exploits some important features of the approximation matrix that optimization techniques do not use. Finally, some numerical examples are provided.

A continuous weighted low-rank approximation for filtering problem

DEL BUONO N
;
2005-01-01

Abstract

This paper concerns with the problem of approximating a target matrix with a matrix of lower rank with respect to a weighted norm. Weighted norms can arise in several situations: when some of the entries of the matrix are not observed or need not to be treated equally. A gradient flow approach for solving weighted low rank approximation problems is provided. This approach allows the treatment of both real and complex matrices and exploits some important features of the approximation matrix that optimization techniques do not use. Finally, some numerical examples are provided.
2005
978-3-540-28758-2
File in questo prodotto:
Non ci sono file associati a questo prodotto.

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11586/17455
 Attenzione

Attenzione! I dati visualizzati non sono stati sottoposti a validazione da parte dell'ateneo

Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 0
  • ???jsp.display-item.citation.isi??? 0
social impact