Generalized rank-constrained matrix approximations

Details Generalized rank-constrained matrix approximations Generalized rank-constrained matrix approximations

2006-03-29

arxiv.org/abs/math/0603674v1

Mathematics

Optimization and Control

4 pages

Scientific paper

In this paper we give an explicit solution to the rank constrained matrix
approximation in Frobenius norm, which is a generalization of the classical
approximation of an m by n matrix A by a matrix of rank k at most.

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