A Class of Weighted Low Rank Approximation of the Positive Semidefinite Hankel Matrix
نویسندگان
چکیده
منابع مشابه
Block-row Hankel weighted low rank approximation
This paper extends the Weighted Low Rank Approximation (WLRA) approach towards linearly structured matrices. In the case of Hankel matrices with a special block structure an equivalent unconstrained optimization problem is derived and an algorithm for solving it is proposed.
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abstract in this thesis at first we comput the determinant of hankel matrix with enteries a_k (x)=?_(m=0)^k??((2k+2-m)¦(k-m)) x^m ? by using a new operator, ? and by writing and solving differential equation of order two at points x=2 and x=-2 . also we show that this determinant under k-binomial transformation is invariant.
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Suppose that A ∈ RN×N is symmetric positive semidefinite with rank K ≤ N . Our goal is to decompose A into K rank-one matrices ∑K k=1 gkg T k where the modes {gk} K k=1 are required to be as sparse as possible. In contrast to eigen decomposition, these sparse modes are not required to be orthogonal. Such a problem arises in random field parametrization where A is the covariance function and is ...
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ژورنال
عنوان ژورنال: Journal of Applied Mathematics
سال: 2015
ISSN: 1110-757X,1687-0042
DOI: 10.1155/2015/937573