Open AccessOn the Low-Rank Approximation Arising in the Generalized Karhunen-Loeve Transform
Author(s) -
Xuefeng Duan,
QingWen Wang,
Jiaofen Li
Publication year - 2013
Publication title -
abstract and applied analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.228
H-Index - 56
eISSN - 1687-0409
pISSN - 1085-3375
DOI - 10.1155/2013/528281
Subject(s) - karhunen–loève theorem , mathematics , rank (graph theory) , algorithm , combinatorics
We consider the low-rank approximation problem arising in the generalized Karhunen-Loeve transform. A sufficient condition for the existence of a solution is derived, and the analytical expression of the solution is given. A numerical algorithm is proposed to compute the solution. The new algorithm is illustrated by numerical experiments. © 2013 Xue-Feng Duan et al.
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