Generalized Rank-Constrained Matrix Approximations

Authors:
Shmuel Friedland;Anatoli Torokhti
Affiliations:
-;-
Venue:
SIAM Journal on Matrix Analysis and Applications
Year:
2007

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Abstract

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 $m\times n$ matrix $A$ by a matrix of, at most, rank $k$.