Rapid and brief communication: An analytical algorithm for generalized low-rank approximations of matrices

Authors:
Zhizheng Liang;Pengfei Shi
Affiliations:
Institute of Image Processing and Pattern Recognition, Shanghai Jiaotong University, Shanghai 200030, China;Institute of Image Processing and Pattern Recognition, Shanghai Jiaotong University, Shanghai 200030, China
Venue:
Pattern Recognition
Year:
2005

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Abstract

The algorithm for generalized low-rank approximations of matrices (GLRAM) has been developed recently. In this paper, the optimality property of GLRAM is revealed. Accordingly, an analytical method for GLRAM is proposed. The proposed method is non-iterative. Moreover, the relationship between 2DPCA and GLRAM is shown.