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Block-row Hankel weighted low rank approximation.

Authors :
Schuermans, M.
Lemmerling, P.
Van Huffel, S.
Source :
Numerical Linear Algebra with Applications; May2006, Vol. 13 Issue 4, p293-302, 10p, 2 Charts
Publication Year :
2006

Abstract

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. [ABSTRACT FROM AUTHOR]

Subjects

Subjects :
APPROXIMATION theory
HANKEL functions
MATRICES (Mathematics)
MATHEMATICAL optimization
ALGORITHMS

Details

Language :
English
ISSN :
10705325
Volume :
13
Issue :
4
Database :
Complementary Index
Journal :
Numerical Linear Algebra with Applications
Publication Type :
Academic Journal
Accession number :
20456036
Full Text :
https://doi.org/10.1002/nla.459
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