Least squares solutions to the rank-constrained matrix approximation problem in the Frobenius norm

被引:4
|
作者
Wang, Hongxing [1 ]
机构
[1] Guangxi Univ Nationalities, Sch Sci, Guangxi Key Lab Hybrid Computat & IC Design Anal, Nanning 530006, Peoples R China
基金
中国国家自然科学基金;
关键词
Matrix approximation problem; Rank-constrained matrix; SVD; Q-SVD; DIMENSIONALITY REDUCTION; RECONSTRUCTION; SOLVABILITY; IMPROVEMENT; ACCURACY;
D O I
10.1007/s10092-019-0339-y
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, we discuss the following rank-constrained matrix approximation problem in the Frobenius norm: parallel to C-AX parallel to = min subject to rk(C-1 - A(1)X) = b, where b is an appropriate chosen nonnegative integer. We solve the problem by applying the classical rank-constrained matrix approximation, the singular value decomposition, the quotient singular value decomposition and generalized inverses, and get two general forms of the least squares solutions.
引用
收藏
页数:18
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