Approximate low-rank factorization with structured factors

Authors:
Ivan Markovsky;Mahesan Niranjan
Affiliations:
-;-
Venue:
Computational Statistics & Data Analysis
Year:
2010

Citing 7
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Abstract

An approximate rank revealing factorization problem with structure constraints on the normalized factors is considered. Examples of structure, motivated by an application in microarray data analysis, are sparsity, nonnegativity, periodicity, and smoothness. In general, the approximate rank revealing factorization problem is nonconvex. An alternating projections algorithm is developed, which is globally convergent to a locally optimal solution. Although the algorithm is developed for a specific application in microarray data analysis, the approach is applicable to other types of structures.