Algorithm 805: computation and uses of the semidiscrete matrix decomposition

  • Authors:
  • Tamara G. Kolda;Dianne P. O'Leary

  • Affiliations:
  • Sandia National Laboratories, Livermore, CA;Univ. of Maryland, College Park, MD

  • Venue:
  • ACM Transactions on Mathematical Software (TOMS)
  • Year:
  • 2000

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Abstract

We present algorithms for computing a semidiscrete approximation to a matrix in a weighted norm, with the Frobenius norm as a special case. The approximation is formed as a weighted sum of outer products of vectors whose elements are ±1 or 0, so the storage required by the approximation is quite small. We also present a related algorithm for approximation of a tensor. Applications of the algorithms are presented to data compression, filtering, and information retrieval; software is provided in C and in Matlab.