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Block‐row Hankel weighted low rank approximation
Author(s) -
Schuermans M.,
Lemmerling P.,
Van Huffel S.
Publication year - 2006
Publication title -
numerical linear algebra with applications
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.02
H-Index - 53
eISSN - 1099-1506
pISSN - 1070-5325
DOI - 10.1002/nla.459
Subject(s) - mathematics , hankel matrix , rank (graph theory) , block (permutation group theory) , low rank approximation , combinatorics , algorithm , mathematical optimization , mathematical analysis
This paper extends the weighted low rank approximation (WLRA) approach to 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. Copyright © 2005 John Wiley & Sons, Ltd.