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On a Generalized Matrix Approximation Problem in the Spectral Norm
KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre. KTH, School of Electrical Engineering (EES), Automatic Control.
Automatic Control, Lund University.
2012 (English)In: Linear Algebra and its Applications, ISSN 0024-3795, E-ISSN 1873-1856, Vol. 436, no 7, 2331-2341 p.Article in journal (Refereed) Published
Abstract [en]

In this paper theoretical results regarding a generalized minimumrank matrix approximation problem in the spectral norm are presented.An alternative solution expression for the generalized matrixapproximation problem is obtained. This alternative expressionprovides a simple characterization of the achievableminimum rank,which is shown to be the same as the optimal objective value of theclassical problem considered by Eckart–Young–Schmidt–Mirsky, aslong as the generalized problem is feasible. In addition, this paperprovides a result on a constrained version of the matrix approximationproblem, establishing that the later problem is solvable viasingular value decomposition.

Place, publisher, year, edition, pages
2012. Vol. 436, no 7, 2331-2341 p.
National Category
Computational Mathematics
URN: urn:nbn:se:kth:diva-77771DOI: 10.1016/j.laa.2011.10.009ISI: 000301083100036ScopusID: 2-s2.0-84857121407OAI: diva2:492021
Swedish Research CouncilICT - The Next Generation

QC 20120402

Available from: 2012-02-07 Created: 2012-02-07 Last updated: 2013-04-11Bibliographically approved

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Sou, Kin Cheong
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