A Schur Method for Low-Rank Matrix Approximation
نویسندگان
چکیده
منابع مشابه
Schur method for low-rank matrix approximation
The usual way to compute a low-rank approximant of a matrix H is to take its truncated SVD. However, the SVD is computationally expensive. This paper describes a much simpler generalized Schur-type algorithm to compute similar low-rank approximants. For a given matrix H which has d singular values larger than ε, we find all rank d approximants Ĥ such that H − Ĥ has 2-norm less than ε. The set o...
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ژورنال
عنوان ژورنال: SIAM Journal on Matrix Analysis and Applications
سال: 1996
ISSN: 0895-4798,1095-7162
DOI: 10.1137/s0895479893261340